Burn is an act associated with BDSM relationships, submissive and their masters or mistresses. It requires one person burning another, usually with a cigarette, to show dominance over them and to establish control. While the burns can be done anywhere, the key areas of interest are the nipples and the genitals. Consent is very important with burning, as it can cause real harm to you. You should discuss exactly what you are looking for with your partner before you go ahead with anything, to ensure you both understand exactly what will happen during your session together.
The first thing you should discuss is exactly what will happen. For some, being burned with hot candle wax is enough, as the feel of it dripping on their naked body is a huge turn on, along with the hot sensation it leaves as it trails over their skin. Some want it a bit more extreme and will ask for a cigarette to burn them with, or perhaps even a cigar. Communicate with your partner what you feel is and isn't acceptable before you get down to it.
Following on from that, remember to set up a safe word. A safe word is a great chance for you to take a five minute break, if you need it, or for you to stop the proceedings completely. Your mistress will understand, as burning is something that many have to build up to first. If you need to use the safe word, don't panic. It doesn't make you in any way weak - it is a chance for you to catch your breath and try something new.
The key with burning is to keep it quick. Holding a cigarette onto skin for a long length of time can cause some real damage, so only allow short burst as you get used to it. If you want to try something else with burning, let your mistress know. They will know what is acceptable and unacceptable when burning a person, and will be able to guide you through the process.