Why does my urine have a bad oder?

Urine odor. I agree with dr. Haddad; but caution that certain foods (eg asparagus) can cause urinary "odor", as well as dehydration.
Bacterial infection. The most common cause is the effect of bacteria in the urine causing a chemical reaction releasing nitrogen . This is usually due to bacteria that originate from the colon and enter the bladder via the short channel called urethra. In women this is more common due to the anatomical difference.