Why did my skin feel like it was burning?

Yesterday, my Physical Education teachers brought us outside. I was wearing short sleeves, something I don’t usually do. I normally wear a jacket or a long sleeved shirt under a short-sleeved shirt. When I went outside, my skin felt like it was burning. I quickly got under the shade and the burning stopped. My skin is naturally pale as snow. Did that have something to do with it? I don’t know.
I need to know if I will be needing sunscreen whenever I go outside without sleeves.

Any information will be stored in my brain for usage on my lifelong quest for knowledge,
BBawlight