I randomly get spicy like sensations in my skin of arms, eyes upper & fingers. it does not burn but seem more like someone have applied spices on section of skin layer as i feel, wherever it happens,that particular part gets dried out. what it can be?

Unusual sensations are controlled by nerves in the skin. A variety of underlying issues can cause this sensation. Alcohol related neuropathy, diabetes, hormonal changes, nerve damage, and MS. It might be wise to see a DR for a full workup. Keep a diary of when it happens and anything that was going on at that time: Diet, exercise, sleep, anxiety, alcohol/drug consumption, etc.