Give it a couple days, mine was warm first couple days, it's "doing stuff". I also make sure I'm signed in to Find My iPhone, and check all my iCloud settings.
This is about battery life, but it applies to heat also: "
1. Wait for it
Whether you restore from backup or set up as new, your new iPhone can use up a lot of radio and processor time for downloading and indexing all your data. That doesn't just include iCloud contact, mail, and calendar information and iTunes content and apps anymore either. It can include iCloud Music Library and iCloud Photo Library.
If you've just upgraded give things a day or two to finish up and calm down. If you're fine after that, great. If not, keep reading!"
source:
http://www.imore.com/battery-life-problems-iphone-6s-plus-heres-fix