The heat is generated by the battery and processor, both of which are strained when you're doing graphics intensive stuff like gaming.
Warm is normal, too hot to handle is not. if it's literally too hot then you should make an appointment at your local apple store and have them check it out.
Another thing, you case can trap that heat, so if you're going to be doing lots of things that cause it to heat up significantly, you may want to consider taking it out of its case. The metal chassis is designed to dissipate that heat and a cover can interfere with that process.