I've been playing a few games on my Pi with Recalbox 4.0.2 and this thermometer symbol keeps popping up. Assuming this means my cpu is getting hot, the Pi itself does feel warm. Should I put in a heatsink, and maybe install a fan? I also haven't overclocked anything, and I'm mainly just playing SNES games on it.
Which RPi do you have? What kind of case do you use? Is the room where you use your Pi particularly hot?
Try leaving the case top open and see if that helps.
Using heat sinks is always a good idea imo.
Do you have lots of usb ports in use? If so, what kind of devices are plugged in?
I have the RPi 3 and the case I'm using is the Old Skool Tools NES case, and I have a fan going in my room so its not particularly hot. But I'll put in a heat sink and see if that helps.
I installed a heatsink, but one of the larger 20x20x20mm ones.
No problems since then, I don't think a fan is required.