It's normal. I started almost a week ago and i get that burning sensation too. Our skin will be uncomfortable for a few weeks/months till it gets use to the BP

Yup! Totally normal. It burned so bad for me because I started of with the fingers length amount of BP right away. It was really painful especially when you have to put on moisturizer and make-up on. It would have the stinging feeling. But yes, perfectly normal and it shouldn't discourage you from continuing the regimen.