Thank you very much for the useful information Leona.
Since there have been no urinary symptoms and the pain/discomfort you feel is in the thigh (not in the abdomen), it is not a UTI or urinary tract related problem.
Most likely this is a result of a localized muscle spasm (due to exercise, dehydration, electrolyte imbalance) which is usually worse in the morning after having prolonged rest.
May be you feel this due to the posture (standing/sitting) whenever you urinate.
May be the pressure in in affected muscle is felt only in the morning (when the spasm is supposed to be maximum) when you strain and exert pressure for passing out the urine.
At this point, i will suggest you to keep your self adequately hydrated.
Avoid exercise for few days.
Gentle stretching of the thigh muscles will be helpful.
And you can also try heating pad application (one of the best muscle relaxants) for few days.
See how you respond to these measures.
Despite these measures if the problem persist, does not improve or gets worse, see your doctor for a more detailed evaluation in terms of a clinical examination and necessary tests (if required).
Your doctor may consider a pinched nerve in the thigh (which can give you similar symptoms) in the differentials but for that a comprehensive neurological examination would be required. And before even considering this possibility, the trial of home measures (which i have already told you) would be warranted.
I would have been worried too if I were at your place, but let me reassure you that this does not sound serious at all, it is a treatable condition and carries a good prognosis with appropriate management.
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