The burning sensation you get when you touch something hot, say a hot poker, is caused by the effect of the heat on the nerve-endings in your fingers. These nerve endings flash a message to the brain, in the form of a stab of pain, that says something dangerous is happening to the fingers. The brain flashes a message back to tell the fingers to drop the poker.
In the same way you can get a burning sensation by holding your hand against a block of ice. It is not so severe as the pain caused by something hot, but is very similar in feeling, and is caused by the body’s heat being suddenly taken away from the nerve-endings. The burning feeling lingers on in both cases because the sensitive nerve-endings have been damaged by the sudden change in temperature.
