How can people walk on burning coal and not burn themselves?
Before a person walks through burning coal, the person will make sure their feet are very wet. When they start walking on the coal, this moisture will evaporate and form a protective gas layer underneath the person's feet.
You can see examples of this if you happen to drip some water on a hot stove or any very hot surface. The water will very easily glide around on top of a newly formed layer of air underneath it -- like air hockey pucks on an air hockey table.
Note that when someone walks through burning coal, typically this is also done very quickly to prevent a great deal of exposure to possible harm. By walking quickly, thinking positively, and letting the water cushion you from immediate danger over a short distance, such a task is possible.
You may have also heard of physics teachers demonstrating how this principle works by sticking their hand first in a bucket of water and then quickly in a bucket of boiling molten lead. In the lead, their hand is protected briefly by a layer of gas from the evaporated water (the water vapor).
I'm fairly sure that there is a name for this particular layer of gas, but I'm afraid the name is beyond me at the moment.
In other words, water vapor has a low heat capacity and poor thermal conduction. Very often, the coals or wood embers that are used in fire walking also have a low heat capacity. Sweat produced on the bottom of people's feet also helps form a protective water vapor. All of this together makes it possible, if moving quickly enough, to walk across hot coals without getting burned.
WARNING: Do not attempt to perform any of the actions described above. You can seriously injure yourself.
Ted Pavlic, Electrical Engineering Undergrad Student, Ohio St.
This answer is a bit suspect. The answerer seems to be thinking of the 'leidenfrost effect' and it's not especially clear whether this effect is at work in firewalking. Ashes are sorbent and typically wick moisture, and in order for the steam to actually 'form a layer' between the foot and the hot coal, it would have to reach a gas pressure equalling the force between the two materials. This is conceivable between two smooth and well-fitting surfaces which leave little volume between them (such as a wet hand and the hot lead it displaces), for small amounts of force, but not between irregular surfaces like a foot and a bed of coals, for the weight of a human.
The low thermal conductivity of the coals (and especially of the fully-combusted ashes which comprise their outer layers) and the relatively high conductivity and specific heat capacity of skin tissues, are a more broadly accepted (and IMHO more plausible) explanation.
'Nothing in this world is to be feared... only understood.'