Grady at five months would by law of average be quite young to grasp potty training but averages are made up of all extremes. If he is ready to cooperate I feel it would behoove you to take advantage of an otherwise good thing. Less diaper washing, bed wetting etc.
No child enjoys laying, setting or walking in a wet diaper that I have ever observed. He may be a bit more vocal about it then others but spent urine has the potential of causing various discomforts. If any form of rash is present it can burn from the acidity which can also irritate the meatus and/or the tip of his foreskin. Drinking acidic fruit juices for instance can raise the level in the urine. The cold feeling soon after a diaper is wet can be a source of complaint as well. If a dry diaper cures the complaints/restlessness then I certainly would not be concerned about a UTI.
Get him a step stool, throw some popcorn or cheerios in the toilet to aim at and see how young you can have him in underwear. 
Dick
Edited 11/2/2009 6:11 pm ET by rickasha