It depends on how the burn happened and its connection to your military service.
As a general proposition, the VA pays you compensation for a burn you suffered in the line of duty, such as in a training mishap or combat overseas. You do not have to sue anyone to obtain those benefits, but rather, you can apply for them directly from the VA.
You may also have the right to seek compensation from other sources for your burn injury by filing a lawsuit for damages. For example, you may have a claim for damages against the manufacturer of defective equipment you use in connection with your military service, if that equipment malfunctioned and caused you to suffer your burn injury.