CPU intensive Apps, in particular those that relate to graphics or gaming, place particularly high demands on the CPU and display - especially at high screen brightness. This inevitably generates heat.
It is not particularly unusual for an iPad to become warm, or very warm, in these circumstances - but your iPad should not become uncomfortably hot to hold or touch. If your iPad is in fitted case, try removing the case as this will aid cooling. Also ensure that your environment is not overly hot - as this too will reduce the natural cooling efficiency of the iPad.
Should you have any concerns, you would be best advised to visit the Genius Bar at your local Apple Store where you will be able to demonstrate the issue; the Apple technicians will be able to test, assess and offer appropriate advice if remedial action is needed:
Genius Bar Reservation and Apple Support Options - Apple