Why does it take a second for pain from hot water to "soak in"?

Whenever I accidentally put my hands under water too hot for them to stand, I always have a two-fold pain. The initial one lasts long as I leave my hands under the water. When I remove them, however, I always know to brace myself for a second pain that feels like it “soaks in” briefly. What is this second pain?

To make a long story short, it is because of several factors. One is that the ‘injury’ signal is transmitted from several different types of receptors along several different types of nerve fibers (‘fast’ and ‘slow’ fibers). Fast pain, carried by group III fibers, is rapid in onset and offset, and is relatively well localized. Slow pain, carried by type C fibers, is aching, burning, or throbbing in nature, and is less well localized.

When you put your hand into the fire accidentally, pain signals travel up your arm to the spinal cord. The spinal cord actually does some processing of the signal and activates a reflex action, firing a signal back down the arm along different nerves, to pull your hand away. This reflex is occuring even before the original, fast pain signal has made its way to the brain to be perceived. At some later time, the tardy C-fiber signal arrives, usually after you already have your hand pulled back and your fingers in your mouth. So your overall perception is that your arm jerks at about the same time that you feel the initial sharp ‘sting’ of the burn. You raise your stinging hand to look at it, and then the ‘slow pain’ hits.

 I've always thought that, particularly with hot water/fluids (some moronic bastard installed my hot and cold faucets backward, so I know), it takes a second or so for "moderately scalding" water (hot enough to cause pain, but not injury after brief exposure) to warm the skin and nerves to the point where they realize the potential for trauma.  The body (and skin) are loaded with water already, and it takes a moment to heat that moisture to the point of pain.  
 I think about this every time I wake up groggy and turn on the faucet that says "C" for cold, but is actually "C" for "Caution!  Cuidate!  Could Cause Corrosive Combustion, Cauterization, Charring, Cremation or Conflagration!"

Do you live in a Spanish-speaking country? If so, this is normal. Hot is “Caliente” and cold is “Helado”. H/C reversed. Maybe this isn’t the explanation in your case but there’s another mnemonic for you.

Building codes require that the Hot is on the left and cold is on the right, don’t they? At least in the US?

Is it the same way in Spanish speaking countries? Or do they put the hot on the right?

Maybe the guy who did the plumbing didn’t speak English and reversed the two.