I cut my forearm and now it feels like it's burning.

What do I do??????

Much as you don't want to, you're probably going to have to have it seen to. If it's a bad cut, you might need to present at Emergency and get stitches. But don't neglect it. You don't want it to get infected, or fail to properly heal.

That means you're probably going to have to answer some uncomfortable questions, but it is what it is. You can't undo it, you're going to have to have it tended to, if it's deep.