What does it mean if the area you receive dialysis in gets physically hot?

Possible infection. The skin over an old dialysis graft or fistula should be be same temperature as the surrounding tissue. Redness, warmth are all signs of infection which is unfortunately common with av access. However, a recently placed graft may demonstrate inflamatory changes as the skin is reacting to the "foreign body". All of this should be evaluated by your surgeon.
Heat from flow. I'm guessing it is heat from the high blood flow (friction). Another possibility is if the pump is heating up the blood being returned before it is delivered to your fistula / graft. If you are describing the skin around your graft / fistula you really have to worry about an infection and have it looked at.