Do you feel like bugs are crawling on you, like there is a low level electric current running under the skin, or do you have restless legs with a frequent need to keep them moving? You can have any or all of the above. I call them hamsters, when it feels primarily like something crawling on my legs, but sometimes I have a burning sensation, now limited to my left thigh, and I have had restless legs since childhood, but that is common with hereditary neuropathies like mine.

Almost anything can be a symptom of a disorder where you feel things that aren't there and don't feel things that are! As for why it happens, the nerves are damaged and they are not capable of carrying correct messages to the brain. They become hypersensitive to some stimuli and insensitive to others like heat and sharp objects.