Hi Moni,
Welcome to Neurotalk!
I have experienced the burning feeling you're describing, mainly in my arms. I also had burning feelings in the palms of my hands and feet. I had this feeling after getting a virus, which was accompanied by a very high fever (103.5 for four days) and this also seemed to precipitate worsening muscle weakness. I get a lot of trembling in my arms and legs if I've 'overused' them.
With regards to whether it gets easier, it's hard to say. For me, it got a bit worse, and I'm still struggling with finding the right meds. in terms of controlling my symptoms. I had a thymoma, which was removed this July. I guess I'm still fairly new. My worst symptoms are in the facial region (weak tongue, palate, face) and also chest. Plasmapheresis helps me a lot, but it's invasive.
I also hope that you get a diagnosis soon! I know how scary/life-changing these symptoms can be! Know that you have a very supportive, new group of friends here ready and willing to help you out, 'cause they know just what you're going through! You're not alone.