If you look at the anatomy of the skin in the link above, you will see that the hair itself has no blood supply but the dermal papilla at the root of the hair does.  Occasionally, this can be removed during the waxing process and cause blood spotting.  Its perfectly normal and nothing to worry about.  Simply press a cotton pad on the area firmly until the bleeding has stopped. 

 

This is why it is important to wear gloves while waxing and also why wax strips should be disposed of in clinical waste.  Contact with blood can be a regular occurance during the waxing prcess.

When waxing, the hair is forcibly removed from the skin and the top layer of skin can be removed with it.  There are many nerve endings under the skin so it can be painful.  However there are ways to reduce the pain.  Skin numbing creams are available but I have found using talc will prevent the surface of the stratum corneum (surface layer of the epidermis) from being removed which reduces the pain level and the area feels normal by the time the client leaves your salon.  No tacky feeling.  Just remember that talc cannot be used on the face.

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.