The nMP runs cool and super quiet with light workload. If you really crank up the workload (e.g. encoding a video file for a couple hours where it's maxing out all cores), the fans will spin up to keep it cool.
I'm not aware of any general overheating issues. So far, so good! However I'd point out that sometimes it takes a year or more for issues to crop up in a radically new form factor. However, I don't think that's going to happen. My guess is that part of the reason it took so long was that they spent a lot of time studying and testing the thermals.