There are factors that could make it normal or it might be abnormal.
Lower signal reception on the data incoming end in conjunction with using Wi-Fi outgoing and screen on can very easily cause a larger than normal power drain, thus heating up the battery. Using Wi-Fi and data at the same time is going to cause at least some heat up even I good signal areas
When sharing your signal with another device, your phone may very well become hot. This is very resource intensive and will be constantly sending/receiving data over cell network and bluetooth or wifi (depending on how you have the other device connected to your phone). Not to mention any background apps or processes still running on the phone.
Some phones also tend to run hotter than others doing similar tasks.