What Do Irritating Vagina, Burning Urination And Blood In Urine Suggest?

So I know I m not pregnant because the doctor took a test.. But before I got my period I noticed some irritation in my Vagina.. I Had an irritated cyst on my ower back and I m thinking that it leaked into my vagina.. There is a smell and it burns when I pee plus there was blood in my urine.. And then today I got my period and it was milky should I be worried?