Edward, burning the head of the tick won't do anything regarding lyme disease. It would only result in a severe burn that would just make it even more likely to get infected. You shouldn't try to practice medicine unless you give sound advice. If you said to put a cigarette on a live tick, that would make more sense. Burning it wouldn't prevent Lyme Disease anyway but it might make the tick remove itself.

https://www.google.com/search?q=impacted...

This shows what they look like after they have fed. They do become much bigger as Paul suggested

A tick could be really big if it was feeding for a time before you discovered it.

Burn the head out with a cigarette.

I'm deadly serious, if it was a tick, you will get infected or worse.

Today I checked my arm and found a bug but it's not a tick

It really big

It didn't come out as easy

I live in Belgium

There is still sit of it in my arm

Should I be worried?