It is perfectly normal. As a matter of fact, you should be happy it does, it means your olive oil is fresh and of high quality, as cheaper olive oils tend to sting/burn less. The sensation is due to a substance found in olive oil which is also found in ibuprofen (pain relievers), which on the long run is very beneficial for your health. You can read more about it there: http://chealth.canoe.ca/channel_section_details.asp?text_id=3784&channel_id=4...