A Mag Safe Adapter that gets warm is normal. So hot that it burns your skin? Definitely not normal.
This could be a couple things:
Your Power Adapter is failing. If this is the case, replace it with a GENUINE Apple Power adapter.
Magsafe DC I/O Board is bad. From your comments, you said you have a Mid 2015 15" rMBP. If that is the case, then you will need something like this MagSafe DC Jack
You may want to look at this post Magsafe connector Scalding hot when charging
To replace the board, is fairly easy. Just view the step by step instructions from the same site, ifixit.com