When trying to identify an unknown yarn fiber, burning the yarn can help to identify the fiber content of the yarn. (This works for fabric as well)  The following are some various characteristics of burning yarn:

Cotton Burns rapidly, yellow flames, continues burning; afterglow smells like paper residue is a brown tinged end, feathery ash
Linen Burns slower than cotton; afterglow smells like rope ash maintains shape of swatch
Ramie Burns slowly smells like rope ash maintains shape of swatch
Rayon Burns slowly smells like paper or rags very little residue, fluffy ash
Silk and Wool Burns slowly, usually self-extinguishing smells like hair residue is crushable black bead (silk) or small, brittle, black bead (wool)
Most synthetic fibers Nylon, polyester, acrylic, tend to melt and fuse. Nylon and polyester leave a hard, gray or tan bead; acrylic will leave a crisp, black mass.