Burn more than you consume means to use more energy (calories) than you eat.

You car gets 30 mpg.

You have 10 gallons of fuel in the tank.

You drive 90 miles, burning 3 gallons, so now you have 7 gallons in your tank.

You stop and put 2 gallons into the tank, so now you have 9 gallons in your tank.

Your car used more energy than it 'consumed', and is now 1 gallon lighter than when you started out.