Aiyooh, 31 weeks is quite far already! That burning sensation on the thighs sounds uncomfortable, a few of us mums experienced similar stinging during pregnancy, sometimes from the skin stretching or hormonal changes making everything more sensitive, but honestly I'd suggest checking with your doctor or midwife just to make sure, especially since there's no redness (sometimes it's nerve-related and they can put your mind at ease). In the meantime, loose clothing and keeping the area cool helped some of my friends, but best to get it checked out lah so you're not worrying for the next few weeks!