Your phone is getting very warm because you are using it for energy intensive video, games, and the like. This is normal. But if you are unsure take it back.
If is within the guarantee period and the store can establish there is something amiss, they will replace the phone with a refurbished phone or a new one, depending on what is available at the time.
If the phone is refurbished it will meet the standards of a new one, be unmarked and carry the balance of any guarantee outstanding. Apple are permitted to do this as per their terms and conditions.