Hot glue gun burn

i am afraid of going to doctors but wondering if anyone thinks this maybe infected

some of the yellow is gone today but it does not hurt just gross ive been keeping it with a bandaid

Yes looks like some infection but as there is no redness spreading up your arm I think your body is dealing with it and healing slowly. Keep it dry and covered preferably not too tightly.
If it becomes tender , looks worse, or you have redness starting to flare away from the burn , then see your doctor.