Yes - jelly toys cause both my wife and I to have a burning sensation/reaction.

I got a bit of a burning sensation from an inflatable latex butt plug once, so now I always cover it with a condom when I use it.

Sorry to hear that. But don't let this first one be your last one. You were probably allergic to the jelly which most people are.

Never had an allergic reaction to a toy.

There are lots of different options for toy materials, don't let one jelly toy that caused a reaction turn you off all toys forever!

I've never had a bad allergic reaction to a toy. I once determined a reoccuring UTI was due to a jelly toy though. I don't use jelly anymore.

This should NOT be your last toy. It should be your last JELLY toy!! Not all toys or toy materials are made equal. Take the time to do some research on the materials! Jelly is a pretty dangerous material. In addition to the reactions MANY people have to toys, jelly can also off-gas chemicals which can be bad for you and are porous making them very unsanitary. They can melt and all sorts of other things. Super unsafe.

Eden rates the safety of materials on a scale of 1-10 with 10 being the safest and 1 being least safe. Materials that rate a 10 are glass, steel, and silicone. Some silicone variants and alternatives, plastic, properly sealed wood and some other materials rate an 8-9 on the scale. Materials like Jelly and UR3 rate a 2!!!! HUGE difference.
Eden's big list of materials is HERE. On every toy on the site, the material is listed in the details on the left side of the picture on the item's page. The material is a link which, if you click it, will give you more info about the safety of the material. There will also be a safety rating. You can also refine your searches on the site to only display items of materials you select.

Because you are clearly material sensitive, I would strongly recommend sticking with silicone, glass or steel. These are all safe, non-porous, able to be sterilized, and, very importantly in your case, hypoallergenic. You can find some great silicone rabbits and plenty of other toys. Don't write off toys just because you can't use Jelly. Most people can't and those who can, frankly, shouldn't.

A reviewer/contributor on this site called Kira who runs a website called Kira's Kink wrote a Guide to Buying Your First Sex Toy which can be found HERE. You should check it out. While it won't be your first toy, it still has some great info. Her first point is: "1) Take “jelly” out of your vocabulary – Jelly toys are dangerous. They leach harmful chemicals and are made of porous materials. They can cause chemical burn for some women, but even if they don’t burn you they’re still seeping chemicals into your skin. Avoid them. While you’re at it, stay away from rubber, Sil-A-Gel, latex, PVC, etc. Stick to silicone, plastic, glass, metal, or wood."

I haven't had that problem.

It's worth mentioning that you might also react to lubricants. Did you use lubricants with the jackrabbit toy? If so, that may be the culprit or a contributing factor. Even if not, your sensitivity to the toy makes it something you should keep in mind. Many lubricants have chemicals that people react to or that may cause infections and other problems. Yuck! At all costs, avoid glycerin, petro-chemicals, pthalates and parabens. Wherever possible, avoid synthetic ingredients. Sliquid Organics and Yes are two good ones. Sliquid is available on EF and Yes can be ordered from the manufacturer.