The rumour was that during the Middle Ages Witches were burnt at the stake. A nasty thought to say the least. Witches in those days were people mostly women who simply used herbal medicine at the very least.
It is interesting how this story, like many historical stories, got blown out of context because what happened is further from this truth.
The reality is not one of the people accused of witchcraft during the Salem witch trials (1692) was burned at the stake, as history would have us believe. The preferred punishment was torture and hanging which was endured by several dozen victims.
The myth of purification by fire is the source of this legend. And how, like many tales of the past, this legend has distorted.