In brief: Not exactly. Blood actually doesn't get thinned.  what we call blood thinners are agents that decrease the ability of the blood to clot, usually used in people whose blood clots excessively.
Taking B-complex vitamins, which include vitamin B12, can cause urine to have a bright yellow or even orange color, but check with your doctor to be sure that's what is going on in your case. B vitamins are water-soluble vitamins, which means that what your body doesn't use is excreted in your urine. Riboflavin (vitamin B2) is especially likely to cause this color change in urine. Several medications can also turn urine a bright yellow or orange color. Changes in urine color may also signal certain health problems.
The answer to why is my urine darker/orange/very yellow is simply you're either A.) Not drinking enough water or B.) You have a diet full of nasty foods (and if your taking supplements as a body builder some of it will make your pee very scary looking, indeed)