I noticed today that my urine had a really smell to it. And it really burnt when I peed. I have a yellowish discharge, but it doesn't have a foul smell to it.
Do I just make an appointment with my regular doctor? Or do I have to schedule an appointment with my gyn?

Yep, sounds like a UTI. Your regular doctor can diagnose you. It's a really simple process, and you'll be sent home with antibiotics (probably only have to take them for 3-5 days). No big deal.
Drink lots and lots of water, and drink unsweetened cranberry juice if you can find it.
sounds like one to me. Some bad things to drink are exessive caffine like in coffee or soda or really sweet things, those can irritate it. If you cant get to the doctor right away but it hurts really bad you can get this stuff called uristat it makes the urination pain go away. good luck.