It doesn't hurt to urinate. But my urine smells very bad. What could it bem I am diabetic but my blood sugars are good.?

Several things. A urinary tract infection usually results in urinary symptoms but it is not unusual to have no symptoms. Having malodorous urine by itself is not harmful but is a very common complaint. It is wise to have a urological evaluation to evaluate for urinary retention from stones, diverticuli, a urinary tract infection, or other pathology since these are treatable if identified.
Protein. High protein content in urine causes strong smell - lower your protein intake and use either otc protease before meals or prescription Creon to improve this issue.