I am dealing with anxiety and have experienced burning on my whole back for about 15 min at night for about 3 days. I have heard other people say that can be related to anxiety.
It is *very* common for people having a panic attack to go to the ER thinking they're having a heart attack. I've done it myself. It's incredibly scary. Anxiety can cause all kinds of physical symptoms, and the burning sensation you're experiencing could be caused by anxiety.
This is a total long shot, but pain on one side of the body can be a symptom of shingles. That's something most people get when they're older, but it does sometimes happen to younger people. If you have or get a rash on that same side of your body, see a doctor right away -- especially if it's on your face. Don't let not having insurance stop you.
The fact that you're 22 makes it highly unlikely anything is seriously wrong. :-)