It would help sooo much if people provided details of where they found rocks that they want identified, together with more detailed observations. It might be lignite, which is an extremely low grade of coal and usually brown or brownish.
Does it actually burn in the sense that it smoulders for at least a short time after you remove the flame... or is it just decomposing under the action of heat? Do you see any sign of melting before it begins to smoke? Is there any ash left behind? if so, what colour? Also, what kind of odour is being given off? Does the smell remind you of anything?