Literally It is "Jestem gorąca" . It can mean my skin is hot. (I have a fever = Mam gorączkę")
It can sometimes also mean sexy. But I cannot imagine anybody using it to describe themselves, "atrakcyjna, seksowna" seem more likely.
"podniecona" "napalona" for "turned on"
also for other meanings check http://pl.pons.com/tłumaczenie?q=hot&l=enpl&in=en&lf=en
Theoretically, you could. But that would mean: 1), that it's hot, and 2), that a person hugging you or lying on your chest would find it (you) comfortable ;) With 'ale' that doesn't make any sense because it's hard to see any connection.
Grammatically, if you feel comfortable, that's a similar case as we're discussing with 'gorąco': "jest mi wygodnie". But semantically, that's rather something you would say while sitting in a very comfortable armchair (Ten fotel jest bardzo wygodny - jest mi (w nim) wygodnie, wygodnie mi się w nim siedzi), but it's hard to apply this to the example we're discussing. "Wygodny" just doesn't have this shade of the English meaning. And while I understand what you mean, it's hard for me to suggest a good translation. Maybe "ale mimo to dobrze się czuję" (but despite of that, I feel good)?
Could you also translate this as 'I'm warm', or is this not strong enough? In England we would be more likely to say 'I'm warm' or 'I'm too warm', rather than 'I'm hot'. If you said 'I'm hot' to an English person in 'every day language' they would probably assume that you were referring to the figurative meaning ;)