You get hot when you exercise because you are using calories. A calorie is a unit of energy. Not a unit of fat. But some foods have more calories( more energy) and the body doesn't use all of them so they get stored as fat. Almost every time you move you burn a calorie. By bending over and touching your toes you use one calorie, or one unit of energy. Burning calories that slowly is gradual so you hardly feel the effects of it. But when you exercise the calories, or energy units, are used at a fast rate. Then you burn fat and use up water, so you get hot. Hence sweating; your body is cooling down. When you finish exercising your stomach will feel cold( not immediately after) meaning you burned fat and from the quick use of calories. In literal terms, a calorie is the amount of energy it takes to raise one cubic centimeter of water 1 degree, therefore you get hot while burning calories.