Hot or Cold Water For Bath?

I've just starting using hot water for my shower, i don't exactly know what is the temperature. I set the water heater to the maximum and than i turn the water power low. There's steam coming out from the shower, and i feel discomfort when i am using it my chest would start to turn red. I don't know what is the benefit of it exactly but i hope i can get my fats burned off.

Thanks all, for the suggestions. I've found out what is good now; bath with hot water first to heat you up, and than alternate it to cold water and you will start to know that you are taking in oxygen fast. it is great for blood circulations and cold water tones your skin. However, its not for people with weak heart :)