Could an air bag burn you skin or melt a little bit of you clothing ?

Yes: Takata recall: Yes, there is potential for injury from airbag deployment which is rationale behind massive Takata airbag recall. Check out http://www.consumerreports.org/cro/news/2014/10/everything-you-need-to-know-about-the-takata-air-bag-recall/index.htm & http://www.safercar.gov/Vehicle+Owners/NHTSA-statement-on-takata-air-bags. But only worry if your car is affected: not all are!