Its like round, purple bruise, it also itches and sometimes feel a burning sensation. What could this be, this is on my arms

Many possibilities. If there is only one, it could be a bruise. If many of them, possibilities include eczema, ringworm, contact dermatitis to something you're allergic to, and a variety of less common, more esoteric problems. A dermatologist needs to examine you directly in order to tell you exactly what it is.