When I can warm or hot or when I exercise, I get stings (electrical needle like) all over my body, primarily head and back. I hope there is a cure for this, I think it might be heat rash? But there is no rash, just pain.

Warm up. It is good that you are exercising. What you described is likely due to onset of sweating and the sweat gland trying to put out water quickly. Try a 10 minute period of warming up before progressing to hard or vigorous exercise. For good health - Have a diet rich in fresh vegetables, fruits, whole grains, milk and milk products, nuts, beans, legumes, lentils and small amounts of lean meats. Avoid saturated fats. Drink enough water daily, so that your urine is mostly colorless. Exercise at least 150 minutes/week and increase the intensity of exercise gradually. Do not use tobacco, alcohol, weed or street drugs in any form. Practice safe sex.