Some may feel the burn while others may not. Let's put this into perspective a bit more... Lets say you have a cut or a scrape. Then while applying rubbing alcohol to the area to be treated, you feel the sting/burning sensation, and if you were to reapply the rubbing alcohol a second time, you would no longer feel the stinging burn. The reason is primarily due to the fact the area has been cleaned upon first application and therefore any bacteria or infection has been eliminated.

In closing, How do you know if your mouth is germ/bacteria free? No more burn when you use mouthwash. 

You'll have to use mouthwash a few times over a couple of days before the burning sensation will disappear , no longer feeling the burn, as soon as mouthwash is put into your mouth. 

Its well worth the "burn", for that extra fresh breath and good oral hygiene.