For extended periods of time, an hour or so.
All high powered devices will get warm if you're playing a game or watching a video for an hour.
For me, personally, it has a lot of overheating issues. There are others saying it has a bit of a problem handling the heat, especially reviews of the phone. For example, when downloading a game, watching a video. I'd say the heat of the Lumia950xl is analogous to a warm cup fo coffee.