Common Sense: we cannot walk bare-footed on hot coal.
Fact: We can, if we know how.
Scientific Explanation: Heat transmits via three methods: conduction, convention and radiation. In fire walking, the heat damage to foot, if any, will be caused by conduction. However, coal is very small thermal conductivity, the heat transfers from coal to the sole of the fire walker is small.
Stupidity: It would be stupid to link fire walking to any supernatural power.