iPhone's tend to overheat when you are doing 'heavy duty' activities. Try closing all of your applications (double tap home button to see open apps, if you have iOS 6 tap and hold on an app to show the 'x' symbol then press the symbol to quit the app. If you have iOS 7 then just slide each 'app preview' up). Also if you have a lot of applications using location services it may be the reason for why your phone is over heating. Try to minimize those as well.