What kind of device are you using? How long have you been vaping on the coils?
Most of my experience comes from Kanger tanks. If you start getting a burnt taste and you've been using the same coil for a while, it's probably just gunked up. You can replace it, or you can do a number of things to try and clean it.
Many people swear that soaking it in vodka or another grain alcohol will clean it out. Some people boil them and then rinse them. I simply run mine under the hottest water I can get. I even use the sprayer on my kitchen sink and spray it down hoping the gunk will rinse away.
If it still tastes burnt after trying to clean, you just need to replace it.
There are going to be more responses here with different suggestions on how to clean them. And there is also the possibility of rebuilding it with new wire and wick. This wasn't for me, I did give it a good try, though. The only thing I do that is close to rebuilding is replace the top wicks.
I hate coils. It's the only part of vaping that gives me grief. But I find it's easier and less stress on me just to replace them as needed. I keep the used ones in a jar and occasionally will take all the dirty coils and give them a good wash all at once.
I buy my replacement coils at
DiscountVapers - Your source for savings on electronic cigarettes and accessories, Go-go eGo, vGo. It's the cheapest I've been able to find them. I get 3 packs at a time. Of course, I am talking about replacement coils for Kanger ProTanks/EVODS. So if you are using something different, not sure about that.
Good luck!