If you're peeing a reasonable amount each time, that's good - just means you're well hydrated.

Even if not, urethra pain and bladder irritation are *really* common right after a catheter comes out. It might be worth worrying about 24 hours or more later, but the catheter has been in there scraping things up and generally irritating everything for a few days, and that takes a little while to heal. My wife had excruciating bladder spasms from the catheter; harmless, normal, but incredibly painful every time she had to pee. She still says that hurt more than the actual surgery pain.
And as Zumbagirl says, it beats not being able to pee at all because of swelling. I saw one woman have to have the catheter put back IN for another week because of that. (She had to go home with it, and have her regular doctor deal with removing it.)