Step 1: Understand what tear gas is.
Tear gas is a lachrymatory chemical agent, commonly CS gas or CN gas, used in riot control. These chemicals are designed to irritate mucous membranes and the corneal nerves of the eyes.
Step 2: Identify the immediate effect.
Upon exposure, tear gas immediately stimulates the corneal nerves, causing intense burning, tearing, and temporary blurred vision. This burning sensation in the eyes is the primary and instant effect.
Step 3: Eliminate wrong options.
Cold, fever, and fainting are not the immediate effects. Eye burning is the defining and instantaneous reaction.
\[ \boxed{\text{eye burning}} \]