It also happens to me. I had a period of body wide burning which was very hard to deal with, felt like a sunburn, and was worse after a shower. It has retracted to just my left thigh and continues to be irritated by hot water, space heaters, and oddly enough, physical therapy on the RIGHT leg!
Many of the medications used to treat PN cause short term memory and cognitive issues, but I do not think the condition itself does unless secondary to MS.