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So you are sucking a lot of cold dry air into your throat and lungs which drys out the natural mucuses that exists there, and causes temporary inflammation and pain. This results in that burning sensation you feel in your throat/chest/lungs, which may or may not be accompanied by wheezing and coughing. It can be quite painful and quite distressing, but usually, it should subside within, hmm, about 15-20 mins after you stop exercising.
Nostril burning sensation: Introduction. Nostril burning sensation: abnormal sensations felt in the nostril. See detailed information below for a list of 3 causes of Nostril burning sensation, including diseases and drug side effect causes. Â» Review Causes of Nostril burning sensation: Causes.