I had the same issue. At least I thought I did at first.
Especially switching from a big fat PC which blasts sound, this machine is a beauty. but when you use it you have to consider how much is packed into this thin thing.
The machine gets hot just above the keyboard below the screen, and after intense use, the keyboard will feel warm. If the heat really bothers you, you can always install smc fancontrol, and boost the fan. Trust me, running the fans at top speed really does cool down the machine.
Unless the machine is getting soo hot it automatically shuts down, there is nothing wrong about it. I brought mine to the apple genius bar, and they told me that everything is fine and that apple computers are made toe withstand heat.
Just check your Acitivity monitor as well to see any apps going wrong, and other than that, just enjoy the retina experience!
If things still worry you, just book an appointment at the apple store and bring it in for a check up.