If you only ‘feel’ that something is coming out but nothing actually comes out, then ignore it. However, if sometimes it is actually a urine drop and other times it is not, then this can make your life difficult, especially if this occurs more than once or twice a day. Since urine leakage usually happens within an hour after urinating, make sure to urinate at least an hour before you need to make wudu. Try to pray at the beginning of the prayer time so that you do not end up having to urinate and then don’t have an hour to complete your prayer.
If this keeps happening despite these precautions, it may be a psychological issue known as scrupulousness and may be a form of Obsessive Compulsive Disorder. See a mental health professional to learn how to deal with this because it probably affects other areas of your life as well. If it is a mental problem then you will be in the same category as a person with chronic urine leakage so you make one wudu for every prayer time.
Lastly, keep asking Allah to cure you from these thoughts.
What the Scholars Said
Imam Ibn Nujaym said: “Certainty is not lifted by a doubt.” (Al-Ashbah wa-n Naza’ir, 60)
“It is necessary for you to ensure that the drops of urine have ceased, and that your heart is content according to your habit, either by walking, coughing, lying down or any other method. It is not allowed and invalid to begin performing wudu until you are content that the drops of urine have ceased.” (Maraqi al-Falah Sharh Nur al-Idah, 42-43)
Shaykh Mustafa Umar