Marshmallows have a very low melting point. Because modern marshmallows are basically a combination of sugar, corn syrup and gelatin—and sugar starts to soften just above body temperature—they start to melt as soon as they hit your mouth.
You may notice that prior to melting down, marshmallows expand into fluffy sugar puffs. Most things expand when heated, and marshmallows are no different. Stored air inside marshmallows pushes outward when the marshmallow is exposed to a heat source. The expansion of a marshmallow is also a good sign that it should be removed from heat. As sugar has a low melting point, it has a low burning point as well.