Any other symptoms?
cant hold it
Infection is one possibility if this urgency is new.
A urinalysis and culture should be done.
Funny smells to urine might or might not reflect underlying disease.
Renal function testing should also be done as far as labs go, along with the standard blood chemistries.
Since you are describing urge incontinence [have an urge to go but can't hold it] the best doctor to see would be a urologist, although your primary care physician can also asses this. This is usually from an overly spastic bladder and often the cause can't be found, but can be due to inflammation of the bladder, bladder stones and other causes.
In some cases
"musty" urine smell can occur in certain liver problems as well as, again some metabolic disorders such as diabetes. The basic blood chemistries that you doctor can order will have liver function tests in them.