In The Final Empire, burning tin is frequently described as making one’s senses strong enough to make them squint, cover their ears, etc. Can it physically hurt their ears and eyes?
This question is answered in the third book. So if you haven't read it, I would suggest holding off on reading this.
Spoilers for Hero of Ages and the ending of Mistborn Era 1:
Yes, heavy use of tin can cause permanent damage to one's senses. During the events before and during Hero of Ages, Spook burns/flares tin enough to become a tin savant. All of his senses are heightened to an incredible degree. This serves him well as a spy (allowing him to listen to conversations from the next building over, etc). He's pretty much Daredevil as far as his senses are concerned. However, the consequences are that he must wear a blind fold in even relatively low light or become blinded. He must also continuously burn tin to survive. In the end, it took Sazed/Harmony stepping in to repair the damage that Spook had done to his body.