Can anyone tell me if it is common to urinate a little during the orgasm? Should I worry?

This question has been around since men and women have been having sex. Yes it is common and no you shouldn't worry. I would have ever start going to pee before you have sex. It can help with the drippage....lol

PM Hidroljen

She has first hand experience with "golden showers"

What you might actually be experiencing is an orgasm that has also stimulated your G-spot to the point of female ejaculation, also known as 'squirting.' Nothing at all to be ashamed of. A good way to find out what's going on is to go to the bathroom right before you have sex...the positions that you choose might be putting pressure on your bladder and causing you to accidentally urinate.

If that's not it then congratulations! You have discovered the some times elusive G-Spot. If you're having a g-spot orgasm then that fluid is actually coming from your skene's gland.

Have fun!