Newcastle sit on top of Group F in their first Champions League campaign since 2002-03 after defeating French champions PSG at St. James's Park following goals from Miguel Almirón, Burn, Sean Longstaff and Fabian Schär.
And Burn, who grew up in nearby Blyth as a Newcastle supporter, said the goal and performance left him waiting for somebody to "wake me up" from his dream.
"It has not sunk in, I am a bit speechless," Burn told TNT Sports. "It is like dream and I am waiting for someone to wake me up, I am waiting for the bubble to pop.
"I can't believe it obviously. The home games are the ones we can go and attack and Dortmund is next. I cannot believe I am saying Dortmund is next!"
"I just tried to survive at that apprentice level and you try to work your way up," he said. "I was released by Fulham at 25 years old; to come back and play Champions League football -- I am very proud."
Two years after Newcastle were bought by Saudi Arabia's sovereign wealth fund, Wednesday's win was the biggest of their new era.
"I remember when the takeover happened," Burn said. "I was out with my dad and I thought, 'I think that's me done now, I'll never get to Newcastle.' Three months later, I was signed on deadline day and it's been straight up from there."
The scorers on one of the great nights at St. James's Park were players who are far from the "galácticos" many thought Newcastle might be signing under the richest owners in soccer.
Longstaff, like Burn, grew up in the local area as a boyhood fan of the club.
"For me and Burny to score is unreal," Longstaff said. "There's a few here who probably thought we were out the door. I'm so proud to be from Newcastle, I'm over the moon."
The Associated Press contributed to this report.