Heat in small quads/drones is usually perfectly normal and harmless. However it is suggested that you never leave your VTX plugged in for long periouds (longer than 30 seconds) without any airflow over them, 99% of units on the market do have some thermal management (will reduce VTX power as the unit gets hot to regulate temperature). However there is still a chance that this could not work properly so its best practice to avoid leaving your VTX plugged in for long perious without any cool airflow over them.
Example
The VTX's will generate heat around the flight stack or frame and as the quad is so small, heat dissipates into the surrounding air slower and the lesser volume of the quad will heat up faster.
The tiny motors they use spin incredibly fast, much faster than their larger counterparts, and again the same heat:volume:cooling ratio applies.
If you're flying your small drone Line of sight (e.g. hovering for lengths of time or only doing small or basic movement) you'll often find that the motors will come down hotter than you expected. This is because in normal FPV flight they're recieving a lot more cool air than in this situation. Additionally, increasing the cell count (S rating) of your batteries can and will add heat to both your motors and flight stack.
If you believe that your heat is abnormal (it's affecting flight characteristics or is otherwise causing faults) then please create a support request and include images of the physical condition of your drone and also if possible could you try and capture the fault and attach it? For example, a video of poor flight or noisy motors would suffice initially.
Thanks!