What Causes Spotting, Vaginal Discharge And Burning While Urination?

I recently started taking birth control, about 3 weeks ago, and today I have begun what looks like light spotting. The last couple days my discharge has been unusually thick. Now the bleeding looked slightly heavier, but still with a fairly clear consistency. It hurt when I urinated, and since that urination I am feeling a burning and strong itching sensation. Should I be concerned?