Sometimes when I watch Netflix on my cell phone or YouTube it gets very hot.
There can be a danger from overheating.
Not that cell phone explodes.
In short: no
The cell phone switches off if it gets too hot. It leads to a shorter lifetime in the long term. But overheating is no longer new at Apple. If you can no longer hold it in your hand, something is wrong. Mobile phones should never be able to reach over 40 degrees.
So if you charge your phone and use it at the same time, it is normal for it to get warm. It's the same with my cell phone. This heat also affects your battery and quickly loses its lifespan.