Why my new device is always getting hot while charging??

It’s called the Second Law of Thermodynamics. Anything that creates or uses energy does so with some loss. That lost energy is expressed as heat. So when you charge the phone it generates heat in the power source, heat in the charger circuit in the phone, and heat as the energy goes into the battery. The faster the charging, the more heat is generated. Likewise when you discharge the battery; not all of the energy from the battery gets to the circuits that use it. Some of it becomes heat. 

If you use the cellular network for voice or data, converting energy to radio frequency signals is very wasteful; only about 30% of the energy that goes into the network components comes out as radio signals, the other 70% becomes heat. And signal strength matters; a 1 bar signal requires that the phone boost its transmitter power to maintain a connection, and it isn’t linear. 1 bar uses 10 times as much energy as 4 bars. You didn’t mention your phone model, but an iPhone 12 or 13 with a 5G signal uses about twice as much energy as an LTE signal, and 5G towers are still not as densely distributed as LTE, so the signal is likely to be weaker, compounding the problem.

“Overheated” has a specific definition. It means the phone got so hot that it had to shut down to cool off; if this happens, it will display a message saying it has to cool off. If this does not happen the phone has not overheated. If you do see this, and the phone is not in a hot location such as a parked car in the sun, contact Apple support to arrange for a repair.

Dr—Ahmed wrote:

13 pro max

it is over heated

not the usual

If it is "not the usual", iPhone will let you know.

If your iPhone, iPad or iPod touch gets too hot or too cold – Apple Support

(Sorry for the duplicate, Lawrence Finch)