Having had the back of my hair lit on fire, I can attest to the fact that it takes a while (30-60 seconds) before you realize that there's something wrong if someone doesn't alert you to the situation first. You actually have to burn enough hair before getting to the scalp where the nerves are before you're aware of it. Unless, of course, you have so much hair that you start smelling it first--which I didn't.
I remember when that happened. It helped end the "Jeri Curl" fad--which I was grateful for (the fad ending, not his incident). My ex had one at the time and refused to put plastic on his head or the bedding and the oil just soaked into EVERYTHING.