Great question.  It’s hard to know exactly what that burning pain is but if you have not been sexually active with another person, it is likely that there is a small amount of chafing or irritation at the tip of hte penis or in the urethra (the tube that carries urine and sperm.)  This can happen with masturbation and is not a big deal.  If it keep happening for longer then a few days, it probably makes sense to see your medical provider.  It almost certainly does NOT mean you can’t have kids. If you have been sexually active with other people, it could be a sexually transmitted infection and it would be important to get tested by your medical provider.