I just had sex for the first time with my boyfriend and after wards i went to the bathroom to go pee and it started burning what does this mean?!

Possibly UTI: Classic sign of an infection of the urinary tract is burning on urination. You should see your doc and get a simple test for that and be treated. And use birth control of some sort unless you want to be a teenage mother!

Likely temporary: "Honeymoon cystitis" is the term given to women who have not had vaginal intercourse, then have a go with abandon; their urethra (the tube leading from the bladder through which you pee) is located just below the clitoris, and gets an unaccustomed workout, which may cause a temporary inflammation--hence the burning. An anti-inflammatory like naproxin sodium or ibuprofen should help.