A blister is a cavity in or under the epidermis (skin), in which is fluid (plasma or blood).

It arises because of excessive heating or cooling, or by sustained pressure or friction on the skin.
Such as with (rare) use of tools, poorly fitting shoes...
With regular not too heavy local rubbing the skin becomes thicker and tougher. This callus formation is a defense mechanism, which protects the skin and divides friction over a larger area.

A fire blister is a painful second-degree burn.
Let a blister, preferably throughout. Cover possibly sterile.
If they really bother, you can pierce them. Clean the place. Use a sterile needle. Puncture two holes on the edge. Keep the needle parallel to the skin (no downward stabbing). You can press fluid from the middle out. Let the skin in place. Disinfect. The emptying may have to be done several times.
Open or torn blister: flipping loose sheets, disinfection, sterile bandage if needed. Allow the area to breathe and dry.