I woke up 5 days ago with a burning sensation on my right leg. I did not pay much attention to it and hardly looked at it. The next day I saw 2 large blisters on the same area. They were full of water and red. I still have them now although one blister popped. Even though it popped it has still grown back. Should I be worried?

Could be insect bites. Could be any number of things. We don't know your age, health, weight, where you live.
A popped blister should be washed with soap and water, patted dry, and then air dried. Then an antiseptic ointment applied, and a bandage. Once a day. Do not pop blisters on your own.
See a doctor if you see any sign of infection, spreading, or you have a fever.