burning sensation in your vagina is not normal, and can be sign that you have some sort of infection - most likely yeast or UTI. Both of these can also cause the bleeding, but obviously that can be your period too. Drink plenty of water (in case it;s the start of a UTI) and keep your eye on it for the next day or so. If it persists or gets worse, then see your doctor.
It sounds pretty normal, I wouldn't think its anything to worry about unless it persists