Lube help!

I bought lube for the first time but when my partner and I used it immediately felt like it was burning in my vagina. We also tried just on him and it started getting hot with friction for him, not in a good way. Is this normal? Are there more gentle/natural lubes that won’t burn? I’ve always had bad reactions to things like make ups and make up removers so I shouldn’t be surprised that it would be the some for my lady bits 🤔😂