Diabetes, peripheral neuropathy, several types of nerve compression, nerve trauma or injury, sciatica, infections, peripheral artery disease and a variety of sexually trasmitted diseases (gonorrhea, genital herpes, warts)
You could have pulled it through exercise or a daily activity. When you pull a muscle, you will have a burning sensation in the area you pulled. Also, if that area is rubbing together you will feel burning.
So many things could be the cause. Fungal or yeast growths, more commonly known as jock itch, is probably the leading cause. Any moisture trapped between the legs and the groin area will facilitate this growth. Scratching will lacerate the skin into "burning" sores.
The burning could be associated with herpes simplex attack especially if it is accompanied by fever like symptoms. See a doctor for verification since a single symptom can not be used to form a proper diagnosis.
