There are two answers to this.
The first, for the
holy omg what did I just do to myself
burning, milk and yogurt are the best options, as was mentioned above.
The second, for the
I don't want to experience that again
you are better off increasing your heat tolerance. First, figure out how hot you can eat and eat but are feeling a burn, whatever level of burn you can handle without needing the first remedy. Then slightly increase the heat and continue until the burn is like it was before. Repeat until you are eating habaneros without needing help to cool. Just a warning, this takes time. It took me about a year to go from jalapeños to habaneros. I started by eating bagels with plain cream cheese and fresh jalapeños mixed in to the cheese.
The reason to increase your heat tolerance is twofold. First, you'll be able to taste and enjoy the flavor of what is delivering the heat. I was blown away to find out habaneros are sweet. The second is that the burn, even when you eat outside your comfort zone, will not only hurt less, but for less time.