Some people like to masturbate with a warm object, like a hot water bottle or something that gets warmed up in the microwave oven. But you need to be careful when you masturbate with artificially warm objects.
Always test the temperature on another sensitive part of your body, such as your cheek or the inside of your forearm. A good rule of thumb is if it's too hot for you to firmly hold your finger against the object for more than a few seconds, then it's much too hot to masturbate with. You could injure your genitals masturbating with hot objects.
Here's another potentially dangerous technique: Masturbating while immersed in hot water, such as in a hot tub. Since masturbation raises your heart rate and causes you to sweat, doing so in a hot tub can make it impossible for your body to cool itself normally. Your body temperature can rise to dangerous levels, and you can get dizzy and even pass out – not good. The hotter the water temperature, the more dangerous this is, and if you're adding a physically strenuous element (like humping against something) it's more dangerous still. Bottom line: Don't masturbate in a hot tub. It can really get you in hot water.