FACE ID NOT WORKING

Let it cool down, please.

It is not clear here in your post about the ambient temperature in the area where you are using the iPhone. However --> Keeping iPhone, iPad, and iPod touch within acceptable ...

Store the device where the temperature is between -20º and 45º C (-4º to 113º F). Don’t leave the device in your car, because temperatures in parked cars can exceed this range.

Use iOS devices where the ambient temperature is between 0º and 35º C (32º to 95º F). Low- or high-temperature conditions might cause the device to change its behaviour to regulate its temperature. Using an iOS device in very cold conditions outside of its operating range might temporarily shorten battery life and could cause the device to turn off. Battery life will return to normal when you bring the device back to higher ambient temperatures. Using an iOS device in very hot conditions can permanently shorten battery life.

... and did you do what the message told you? That is, allow your iPhone to cool down before trying to set up Face ID again?

Ref: If Face ID isn't working on your iPhone or iPad Pro - Apple Support

This means your iPhone is overheated and needs to cool down before you can use Face ID. You could try restarting your iPhone, but you still need too cool down your phone.