Do you have any other symptoms, such as a burning sensation when you urinate or irritation in your vaginal area?
It is normal to have a certain amount of what appears to be an oily residue in your urine, particularly if you let the urine sit for an extended period of time (e.g., more than 20 minutes). If the amount appears to be substantial, or if your urine is also milky in color, you should be seen by your doctor for tests - it may indicate an infection or something more serious. Technically the oily substance is caused by chyle, which is a naturally produced substance by the lymph nodes (composed mostly of fat and proteins).
BotXXXXX XXXXXne: If the color of your urine hasn't changed, and if you don't have any other symtpoms, you should be fine (but mention it to your doctor on the next visit). If the color has changed, or if you develop any other symptoms (such as pain or irritation), you should see your doctor.