Aug 8, - Dehydration – You're burning calories, working up a sweat and losing lots of water. So stay hydrated, especially if you've been drinking alcohol and want to avoid a headache. Urinary tract infection (UTI) – Many women end up with a bout of cystitis (also called a urinary tract infection) after serious sex sessions. What happens if you get "too much of a good thing?" Doctors weigh in.