That probably means that you do not have the coil current set properly on the A4988 driver.
To set the coil current properly you must know the value of the sense resistors on your modules so that you can plug their values into the equation to compute the proper setting for Vref.
See the Pololu A4988 product page.
That said, steppers can run hot. Hot enough to be uncomfortabe to hold a finger on. Burning the finger could be too hot.