It always feels like there's something stuck in my throat and I need to burp. What does this mean?

Lump in throat. The most common cause for having the sensation of a lump in the throat is acid reflux up to your throat. See an ENT for an evaluation.
Doctor to evaluate. If something is in the throat or neck, an ear-nose-throat doctor and a gastroenterologist should evaluate. The doctors may decide to do special studies to see if something happens during swallowing, or if some lump (a growth) is there. Sometimes, nothing can be found at the present time, but rechecking later may locate a problem, especially if the problem has grown big enough to show up.