Using an acne pen gave me a very depressed red rash which looks like a skin burn. Its just been a day; what shall I try to cure it?

Acne pen. You may have had an allergic reaction or simply an intense response. Stop using the pen. Since it is only one day, i'd watch and see how the lesion progresses. If symptomatic, you can use a topical cortisone cream. Best, of course, is to see dr if problem persists or gets worse.