How do you know when you have a urinary tract infection?

i'm kinda embarrassed to tell you this but i hold my pee at night for a long time,my boyfriend loves to have the bedroom freezing cold with the air conditioner and i just don't like to get up because i be so cozy and don't want to have to get all warm again,my body takes forever to heat up (i know lazy me)but know it seems like i have to pee a whole lot quicker and i cant hold it as long as i could before,and know i can actually smell pee on me like its just coming out automatically,im so ashamed and i was telling my sister about it and she said it might be uti and people can die from it,is that true do you think i have uti or could it just be a bladder infection,please guys dont be hard on me.