What are little white worms in your urine?

Sounds like threadworms. Threadworms are common but are not usually serious. Threadworms infect the gut and lay eggs around your anus which causes itch. Treatment usually includes medication plus hygiene measures. Medication kills the worms, but not their eggs which can survive for two weeks. Therefore, you also need strict hygiene measures for two weeks after taking medication to prevent you from swallowing eggs which may cause a new infection. All household members should be treated at the same time, including those without symptoms.