Wheals

A wheal or "wheal response" is an area of edema in the upper epidermis  that itches or burns. They usually indicate an insect bite, another type of allergic reaction, or injury to the skin.

Overview
This effect is most likely mediated by Neurokinin 1 activation in response to substance P released during the injury by cutaneous sensory nerve fibers A & C. The result of NK1 activation is plasma leakage, and arteriole dilation, which increases blood flow.