Increase in walking keep getting burning feeling on skin on shin one side no swelling not hot to touch worried?

Neuropathy. Do you eat balanced food and take Vitamines, Hope yoy do not have Diabetes. If yu are otherwise healthy check Vit B12 and Thyroid levels. have your doctor check your peripheral pulse for good circulation. I am sure this is temporary and may be nothing.
Lumbar disc. Pressure by a bulging lumbar disc can produce such symptoms. Not to worry but get this conformed by your Primary Care Provider! Exercises (back muscle strengthening) may help! Hope this helps Dr Z.