What have just happened whe..

Sounds like a blister. If you burned yourself, a blister forms on that spot. It fills with liquid. Eventually the liquid drains, especially if the blister gets broken. The skin over the blister then dies and turns whitish. It eventually comes off, and there is fresh new skin underneath.

its a blister

a burn from a very hot piece of metal can do that (like a solder iron). Or it could just be a callus or a blister from something rubbing on the spot for a long time.

gameboy thumb

it is a dead skin.you can remove it once it doesn't feel stingy.