Exodus 3:2

And Zagnugael, the angel of the Lord, appeared to him in a flame of fire in the midst of the bush. And he gazed, and, behold, the bush burned with fire, yet the bush was neither burned nor consumed with fire.

"And he saw": There are those who interpret "belabat esh" as "belehavat esh", but the correct interpretation in my view is that it means "in the heart [labah = lev] of the fire" since this is what we find [in Ezekiel 16:30] "How weak was your heart [libah]". And R. Adonim [=Dunash] says that if that were the case, it should have a hiriq under the lamed [i.e. libah], as in "el ginat egoz" [Song of Songs 6:11]. But he has forgotten "ukheganah zro'eha tatzmiah" [Isaiah 61:11]. "The bush": the sage says this was a sort of thorn bush.

AND THE ANGEL OF THE ETERNAL APPEARED UNTO HIM IN A FLAME OF FIRE. Because Scripture originally states, And the angel of the Eternal appeared, and then it goes on to say, And when the Eternal saw that he turned aside to see, G-d called unto him, Rabbi Abraham ibn Ezra explained that elohim mentioned here [in the second verse] is the angel mentioned [in the first], as in the verse, For I have seen ‘elohim’ face to face. The expression, I am the G-d of thy father, is a case of the deputy speaking in the name of Him Who sent him. But this is not correct. Moses the greatest in prophecy, would not have hidden his face from an angel [as is related in Verse 6].
Our Rabbis have said in Bereshith Rabbah: “Angel. This refers to the angel Michael. Wherever Rabbi Yosei Ha’aruch was seen, people would say, ‘There is Rabbeinu Hakadosh.’ Similarly, wherever the angel Michael appears, there is also present the Glory of the Divine Presence.” The Rabbis intended to say that at first, the angel Michael appeared to Moses, and there was also the Glory of the Divine Presence, but Moses did not see the Glory, as he had not duly prepared his mind for prophecy. When he duly prepared his heart for it and he turned aside to see, then the vision of the Divine Presence revealed itself to him, and G-d called unto him out of the midst of the bush.

איננו אוכל. Even at the point where the flame came forth from the bush there was no evidence of coal or ash.

וירא מלאך ה' אליו, in a prophetic vision. When angels appear to humans in human garb this is not considered a prophetic vision, i.e. it is something of a lower order of Divine manifestation. Divine communications to Avraham, Lot, Bileam, and others like them are not described as וירא, vayeyrah, “it appeared.” However, the recipient is described as וירא, “he saw,” i.e. he is described only in his active role, not his role as receptacle of G’d’s communication. Examples of the latter kind of communication occur in Genesis 18,2 as well as in Genesis 19,1 and in Numbers 22,31.

”out of the burning bush.” The reason that G–d chose this bush to reveal Himself in was that one could not construct a deity or symbol of a deity out of the bush.