What the heck is this? If I get sun both my arms get covered I'n bumps look Luke mosquito bites but when I scratch them it burns like a sun burn? What is this? Please help?

Don't scratch them! Just leave them alone, they should go away after a while. This is pretty common.

Are you a smoker?

Could be sun poisoning, sounds terrible I know but it's simply what happens after exposure and a nice sunburn. Then again I'm not doctor and I can't see your arm.
If it is, you can take cool baths or showers, cover up the next time you're in the sun. More exposure will aggravate it.
Try not to scratch, keep it moisturized. You may peel, that is to be expected.
And remember your sunscreen next time your out.
It usually takes about 1 1/2 to 2 weeks to clear up.
But if you don't see steady improvement call your doctor.