Why Gin does/doesn’t burn throats?

I (23) drank alcohol for the first time with a friend (24). We both hadn’t drank at all before, so we got a couple of cans of Beer, and a 250ml bottle of Dry Gin.

Started off with beers which my friend found bitter while I found it bittersweet (on the sweeter side). Then we drank the Gin mixed with a bit of water, which my friend almost threw up as he claimed it burned his throat. I, however felt like drinking plain water as it went smoothly. I also then drank the Gin without any mixing and it felt just like water to me.

The friend did not have any throat infection or any ailment that would cause the burn.

I have seen people take shots and exclaiming the “burn”.

Why did it not burn for me? And why does it burn for some people?