What is the difference between burden resistor and a normal one?
No, they're the same components as regular resistors. The name refers to the function, not to the resistor's construction.

Current transformers act as current sources and need a load. A current source is the dual of a voltage source, and just like you shouldn't short-circuit a voltage source because it would cause infinite current, you shouldn't leave a current source open, as it would cause an infinite voltage. The burden resistor converts the current to a limited voltage.