I peed and I saw on the toilet paper that it had blood on it, all this after the intercourse

Hi, do you mean that your urethra burns when you pee or the area around it burns?

You may have a Urinary Tract Infection, like cystitis in which case drink plenty of water. This is very common, and could well clear up by itself. But it is advisable to see a doctor the first time it happens. Where are you from? Was this the first time you had sex?