What does it mean when my pee is cloudy and it hurts when I pee?

UTI. Most likely this is a urinary tract infection and requires further evaluation by your md.
Possible UTI. The symptoms and signs you are describing are classic indications of a urinary tract infection. I recommend you see your physician for a workup and possible treatment. Since there are many causes of urinary burning and pain, a detailed history, physical exam, and urinalysis will be necessary to make the correct diagnosis and start appropriate treatment.