It is not unusual for an iPad to become warm when being used - more so when using some types of iPad case. High screen brightness and/or CPU intensive Apps will also create more heat.
The key point is that whilst your iPad may become very warm in normal use, the iPad should not become uncomfortably hot to handle. If your iPad is becoming too hot to hold, you should take your iPad along to the Genius Bar at your local Apple Store - where the technicians can examine and test your iPad for faults.
Genius Bar Reservation and Apple Support Options - Apple
If the iPad was purchased directly from Apple - and is within its 14-day unconditional return period - you might be well advised to avail yourself of the opportunity to swap the iPad for a new device whist you can. After expiry of 14-days, for a warranty claim, you may instead be offered an exchange for a reconditioned iPad of the same model and specification.