No, it's f****** stupid. You're only going to end up hurting yourself, and probably ending up in the doctors office. If you go overboard, then you will have to go to the Emergency Room. People have needed surgery, for 3rd degree burns, from playing that game. Please, don't do that kind of stuff to your body.
If you can tell me one GOOD reason to do it then go ahead but I personally can't see any GOOD reason to hurt your self on purpose and probably leave a scar. Injuring your self on purpose is not a sign of being "tough" it's a sign of stupidity. Being "tough" is being able to stand up to things that hurt you both physically and emotionally that you can't control. If you want to prove how tough you are then pick a really hard hike and go on it with your friends. See who makes it and who gives up.