Hi Brooklyn
I had exactly the same thing, but my instructor was pretty good, and said that for ones first few sessions you should actually be sitting out whenever the heat and intensity gets too much, up to a half of the session, so my first few were spent a lot just sitting on the mat breathing slowly.
I havent been for a while but really want to get back into it. They say if you do Bikram (hot) yoga for 60 days it will change your 'body, mind & life' - so I am well up for that, also having put on a bit of weight recently. A friend of mine is an instructor, and says probably better to build up to a certain level of being used to the heat before starting the 60 day challenge. I found this article on it brilliant:
http://www.oprah.com/health/Paige-Williams-60-Day-Makeover
Jemma x