Gold doesn't melt at stovetop temperatures, and even if it did, it wouldn't be affected by rubbing it between your fingers (unless it was liquid at the time, in which case you'd notice...)
It sounds like you may have a piece of mica - that can shine a bit like gold, and it will delaminate when rubbed. Check it out with a magnifying glass; you might see lots of little platelets.
Is there some reason you thought you had a piece of gold? Was it a piece of jewelry, or did someone sell it to you as a "gold nugget"?