Hi Goldfinch.
Congratulations on getting yourself moving!!
As for the burn. How much people will feel after a workout (or during for that matter) is highly variable. What V. said about the important part being that you are improving, is totally true.
I coach, do personal training and I work as a Physical Therapist. It is unusual to have a client that doesn't feel much when you are pushing them to the edge of their ability, but it's not unheard of. I have had a few clients that I *know* without a doubt that I had them working their abs like crazy to the point of fatigue and they never felt anything. No matter how many times I kept asking them. 
So you could just be one of those people. Just focus on what you can do and how you're improving for your feedback.
I hope that helps.
Living life like there's no tomorrow.
http://gorgebikefitter.com/
2007 Look Dura Ace
2010 Custom Tonic cross with discs, SRAM
2012 Moots YBB 2 x 10 Shimano XTR
2014 Soma B-Side SS