While vaginal itchiness is definitely a tell-tale sign of the vaginal yeast infection, it doesn't necessarily mean you have one. As a matter of fact, tons of women who think they have a vaginal yeast infection turn out to actually have bacterial vaginosis (BV). Your best bet, especially if you've never had a yeast infection before, is to visit your doctor for a quick swab test to determine the actual cause.
By the way, many women assume that they do not have a yeast infection if they do not have vaginal discharge. This isn't true either. Many women with a chronic overgrowth end up feeling itchy and sore but never have any discharge at all.