Yeah, their burlap is jute - so it's got really itchy, scratchy fibres. Burlap is basically a really, really cheap utilitarian fabric that's used for stuff like literally potato sacks - so it's not something you want against your skin !
eBay is a great source for leather and lots of things (the GoT TV costume designer has even used it for things on the show!)! You might have gotten a better deal in person, though, sometimes it works that way.
As for bra or not, I'd at least wear pasties or something in case someone is rude and tries to take a compromising picture or if something happens to the top and it pops open or something. Otherwise, I would build in or wear as much support as you think will make you comfortable
. Cosplaying doesn't need to be something you sacrifice comfort for if you don't want to - and it's definitely possible to hide a strapless or even "halter" style bra under that top, so no need to suffer and win-win!
I've switched plans and think I'll do a Ser Loras costume instead. I've been wanting to make more armor for a while and need to order some craft foam/Wonderflex/Worbla for my other costume this summer, anyway. I'll fake the chainmail for at least this year, I already have to make some for that other costume and I'd still like fingers and sanity in the fall (there's a joke here, I can smell it).