When exercising, once I start to sweat, I find that my face, hands, and forearms sting a little bit. Is this common? has anyone else experienced this?

I think all it is is the salt in the sweat finding any opening. If you have any scratches, pimples or even just dry skin it will get in and sting.
No problems really Just keep a towel handy and wipe off once in a while.

It might also be that you are using a lotion on those parts of your body, like a sunscreen, that is causing the stinging when you sweat. Some people are allergic to PABA in some sunscreens or lotions, for example.

Jay

Yup yup, that happens to me. I have very sensitive skin. I can't even go out in the sun longer than a couple of hours or I get very ill.

I am allergic to my own sweat. If I don't have a shower when I get home, especially after cardio, then my skin breaks out. That doesn't stop me from exercising hard tho.