I have not had my periods. Ever.
BUT I get this weird white gooey discharge that dries flaky and yellow. I comes out as if I have a weak bladder, you know, if I sneeze, or 'jump' all of a sudden. Sometimes it just comes randomly anyway. Also, I get urine if I sneeze/jump as well especially if I go swimming, then I just feel like I need to go to the toilet. What is this?

How old are you?

The white gooey discharge may be your regular vaginal discharge... some women have heavier discharge than others, and when they dry, it gets flaky.

As far as you having to pee when you sneeze or jump, then yes, you may have a weak bladder.