I went to a urologist about 6 months ago for the same thing. It ended up being a pretty standard medical examination. They took my vitals, then the doctor asked me some questions. Then a nurse put a catheter in so they could make sure my bladder was draining fully and test my urine. The catheter didn't hurt but I did feel a little sore afterward. Nothing major though. I'm really glad I went because my doctor was able to get me fixed up and now I don't feel like I have to pee every minute of the day!
All in all, I'd say definitely don't worry too much.