Brief Answer:
Saphenous nerve neuropathy possible.

Detailed Answer:
I read your question carefully and I understand your concern.

If the symptoms are limited to burning sensation in that location they are not indicative of any threatening issue, not indicative of brain or spinal cord lesions.

One possibility is damage to the lower branches of the saphenous nerve which is responsible for sensation in that area. It may be due to metabolic issues such as diabetes or due to compression of the nerve along its course. Since it appeared upon awakening may be simply due to compression or stretching of the nerve from some abnormal posture during sleep.
Nerve root compression in the back is also a possibility, but usually accompanied by back pain radiating all the way down the limb, so wouldn't be a typical presentation.

Other possibilities would include varicose veins or ankle arthritis. However usually there are other signs visible to naked eye such as swollen veins, swelling of the joint, changes in skin color and temperature, so if no such signs evident, unlikely.

For the moment I wouldn't do anything apart from an over the counter pain killer if necessary. As I said may be simply due to compression during sleep which should improve. A local anesthetic ointment like capsaicin may also be used. If symptoms persist then should contact doctor for a physical exam, some routine blood tests for issues such as diabetes and if deemed necessary (depending on findings) nerve conduction studies for nerve damage.

I remain at your disposal for other questions.

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