How hot is "really hot"?
It's normal for these devices to get warm. But they aren't supposed to get so hot that you need to use an oven mitt to pick them up. You should always be able to touch them with your bare hands, without wincing.
If it gets hot (as in, hot enough to make you pull your hand away and yell "OWW!") then unplug it right away and DO NOT CONTINUE TO USE IT!!!! Take it back to Apple immediately.
I had that problem with the USB to AC device on my iPhone ... first time I used it to plug my phone into the wall socket, it got so hot I literally did need to use an oven mitt to unplug it. (It was too hot to touch with bare hands.) Apple replaced it for me, and the new one gets warm but I can handle it with bare hands easily.
And if you're in doubt, take it in and ask them to look at it. If it's fine, they'll tell you. If it's defective, your computer would still be under warranty so they'll replace the bad part.