I agree with Dee, this sounds like classic symptoms of bladder infection, which you would probably know if you were female - we get them much more commonly than men do. As you are male, it could also be a prostate infection. You need to have a urinalysis done to look for infection. Don't delay, as this can easily become very serious. While awaiting your test results you can take Phenazopyridine to temporarily relieve the bladder pain, but it does nothing to the disease itself, so don't use it to delay testing.
Have you been tested for a urinary tract infection, bladder or kidney?
That is what it sounds like to me
Good luck