Hi AJ sounds like its the honymone disease, or cystitis, check it out, and just remember sex is good for but take it easy, as you have a whole life time in front of you.
Good Luck
Bleeding after having intercourse the first few times can be normal. As can the pain in your thighs - you're using muscles that you've not really used before, ljust like exercise. Stinging when you pee can be sign of a UTI, but could also be because of having sex for the first/second time. Try taking your time and not being as rough the next time you have sex, lubrication can really help.