The CPU things and your hot hands as you play! The GPS may be because it's in your car and the sun is coming through the windscreen.
Just take a break every now and then, and instead of putting your phone in your pocket, just leave it on the desk to cool.
How hot is "HOT"? As a long time Quad Core android user, I imagined a dual core 1.3GHz won't get that much hot. I still haven't used it though so I can't tell.