This is most common on the eyebrows but can be other areas too. The client has not been burnt if you are testing the wax temperature correctly. More commonly, it is caused by waxing over the same area more than once.
As mentioned above, part of the stratum corneum (surface of the epidermis) can be removed with the waxing process. If you wax an area more than once you can go through the layers of the skin causing a burnt look. If there is still hair in the area after waxing check the anatomy and physiology notes above and scroll down to the hair growth cycle. It is best to tweeze out the hairs left behind. Do not wax over an area more than once.