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You are having the burning sensation because of prickly heat
rash due to sweat accumulation. You should wear cool cotton clothes. Avoid sun exposure. Keep drying the skin to prevent sweat accumulation. You could also be having associated fungal infection
over thighs for which you will need to show to Dermatologist to get it evaluated. Laser
removal may not be attempted to remove large areas of body hair. It will be better to trim/shave at regular intervals to reduce discomfort. You can apply soothing Lactocalamine lotion to skin for relief. Eat plenty of fresh fruits and green leafy vegetables. Drink plenty of water. Consult a Dermatologist
to get proper treatment for the specific problem.