it could be a UTI (urinary tract infection). but that said the pathology ppl will let u know and if it is an infection, its treated with antibiotics that are safe in pregnancy. I know its worrying, i was worried when it happened to me too..
Also i was told to be extreamly careful in treating thrush if ur under 12 weeks.. just a little info. (ps u will find it says that on the box tho.. eg, canesten)
HTH