Who knows what they made of the heat, but the physicist Lord Kelvin — of temperature fame, naturally — had a theory: Earth started off hot, and has been cooling down ever since, like a baked potato pulled from the oven.
After all this time, the heat from the Big Bang has dissipated significantly, cooling the universe down to a temperature at which loose electrons start to pair up with protons.
These nerves send similar signals to the brain as they would if you came into contact with actual fire, which is why you might start sweating or become flushed; that's the body's way of cooling itself down.