Its normal in the first few weeks of applying.Many peoples have this problems in the first few weeks and later it subsides gradually,so its better you apply just a little coating at first and keep increasing the dosage after every weeks or so.
The most common side effects from benzoyl peroxide are dryness and flaking. They are generally mild and can be reduced by using an oil-free moisturizing lotion daily. Other side effects include excessive dryness and flaking, redness, and burning.
so if you are uncomfortable with its side effect you can also use it every other day or use it in low strength..