All newer smart phones do that.
Charging, playing a game, searching for a signal, they get warm.
They not warm.....its like you playing an intensive games on your phone........ It's heats up pretty hot....
Mine does this all the time. Just running KIK while on charge causes the top right corner to get very hot.
Mine Is frying my hands (Lumia 925 dp 8.1) please MS should work on this