It could also just burn because of it being your first time.. It did for me anyways.. you may have broke the skin a little bit if it was her first time which can make it sore or sometimes burn..
Hi Gtm, Lets start with your sperm, are you on antibiotics by any chance, or this could be semen plasma allergy, from an STD, so what was your sexual history before marrage, you may find it here, so go get tested for an STD, you need to find yourself an STD/GUM Clinic, here they will sort out your problems.
Good Luck