What is this? of course you feel hot after hitting the gym. If you come out of the gym not feeling warm/hot then you haven't been working hard enough.

Take a very cold shower, you'll return to normal after a while.

I'm sure it's not literally the whole day. My guess is that he's working out in the evening, coming home and going to bed soon after and wondering why he's still feeling hot. He just hasn't had enough time to cool down. Whatever it is, it's nothing to worry about.

also, I had to chuckle at the comment that drinking a protein shake will make you feel hot

where are you getting this idea from? I'm curious, I've never heard of anything like this in my life.