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There is no concern that stinging that occurred immediately after sex would be due to any infection. There is no sexually transmitted infection that can cause symptoms that quickly. It takes at least a couple days for any germ to grow sufficiently to cause symptoms, and it usually takes longer than that. It certainly would not cause symptoms quickly after the encounter.
None of the causes of quick symptoms are worrisome. It could be related to friction from the encounter, particularly if the sex was rougher. Quick stinging or burning also can sometimes occur because of an allergy or sensitivity, most often to residual from cleaning products or cosmetics.
Since it is fine now, there is no reason for concern and no need to see your doctor.
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