It sounds like your internal cooling system isn't terribly effective or your environment is too warm.
Your head and neck are natural radiators. When you insulate them with hair or clothing, your body temperature can climb. Wearing your hair down may have a similar effect to wearing a hat and scarf indoors. You may experiment with lowering the heat in your environment a few notches and see if that helps. If you cannot adjust the environmental controls, try wearing fewer layers and/or exposing your feet.