Interestingly, although the sentence appears to be referring to the act of burning books and finding pleasure in this act, it is also possible to interpret the sentence in a different way. The image of "burning" also pertains to the burning for knowledge. Therefore the first sentence provides a key to one of the novel's main themes, that literature and reading are the sources of knowledge, and that the act of reading is itself a pleasure worth pursuing.
Bradbury is of course also trying to get inside the heads of the characters who do think burning books is desirable and pleasurable. In order to portray the story with depth and plausibility, the author must be able to convey these disparate attitudes convincingly.