Where'd you hear this, just out of curiosity?
Archaeological evidence, especially from Kalkriese, suggests that the German tribes simply resorted to atypical warfare to fight the Romans. They seem to have used light javelins, though I'm not sure if these predate or are in emulation of the Roman pila, before engaging in melee.
Lighting oneself on fire is a rather drastic tactic. It implies an acceptance of certain death that even the gestatae (naked Gallic warriors) seem to have lacked.
I suppose it is possible that individual Germanic soldiers could have been immolated by Roman weaponry and then thrown themselves at the Romans in a panic or last ditch attempt to kill some legionnaires. We get the phrase "fire and sword" from Livy, after all. But this is conjecture. The literature I've seen makes no mention of self immolation as a Germanic tactic. And "the barbarian lit himself on fire and tackled the centurion" seems like something you'd record.
It also seems impractical. If you're on fire, it won't be long before you can no longer fight. And you probably don't want to light yourself on fire just prior to an ambush. Especially not if you're in a primeval forest with highly flammable material all around you.