I follow this festival for years now and I have to say it's really eclectic and funny but at the same time it needs to be carefully planned in advance...
Its name comes from the ritual which consists in burning a big wooden puppet on the Saturday evening of the event. Performances, art exhibitions, dj-sets and any other form of self expression can be freely and democratically organized by participants, having or not the yearly theme as the main ispiration.
This experimental gathering takes place in the middle of the Nevada desert, in a city that exists only a few days a year. You have to bring everything you need to camping for a week on the salty ground including water, food and a place to sleep like a tent or a camper. In addition to this, Burning Man has the principle of not leaving any traces... then you must think about how you'll wash or cook (and pee, too) and, please, be reckoned with how to cope with dust storms and how to prevent the wind destroys the structures.
The festival is also based on other nine principles such as decommodification (it means no trade inside - you can only buy ice and coffee. Anything else can be given as a present or bartered), radical self reliance, civic responsability and community involvement, freedom of personal expression and participation, just to name a few.