Why do battery terminals heat up when connecting 6 volt batteries in series?

Excessive current is the cause. A battery delivers an electrical potential difference (the voltage across the two battery terminals when connected). When the two battery terminals are connected by something which conducts electricity (a "conductor"), an electrical current will flow from one lead to the other; a flow of electrons is established across the terminals. When this electron flow is unrestricted, or in other Words when it flows through ONLY the conductor and no other parts, the current is then as high as it can be, which for two 6-volt batteries (12 volts total) would be 12 amps (12 volts divided by zero "ohms" of resistance equals 12 amps) of speed, or "current" as it is correctly termed. 12 amps is an extremely large current and would fry most any electrical part in a typical device (dye to literally the friction of electrons crashing through particles) such as a light, and has the potential to stop your heart and/or loose conciousness and/or receive severe burns. The current therefore needs to be slowed using a small device called a resistor, down to a much smaller and more practical fraction. This is why your battery terminals heat up - use a resistor, they can be bought at RadiOShack for pennies, and do your simple math of Ohm's Law (voltage divided by resistance in ohms equals current, current times resistance equals voltage, etc.).