If someone asks you if your ears were burning, they aren't asking you if your ears were on fire. They don't want to know if flames were coming out of your ears. They are telling you that they have been talking about you in your absence. Were your ears burning last night? We were talking about you.
Listen to these two conversations. Sarah is chatting to her brother Mark, and Penny is chatting to her best friend, Donna. Listen to what they say.