Brand new iPhone 11 gets overheated after 20 minutes

If it is really overheating, you'll get a message, and the device can't be used.

Read this support guide:--> Keeping iPhone, iPad, and iPod touch within acceptable operating temperatures - Apple Support

If you still have doubts, since your device is new, have it inspected at an Apple Store or AASP (they are reopening after lockdown)

Regards

Giulio

The ambient temperature is important, but most important problems can come from the activity you're doing on your device, as per section: "Your device might get warm" in the support guide I posted.

As already stated, for any further doubt, have your device checked.

Regards

Giulio

Just got mine from Sprint yesterday, and it does same thing. Gets way hotter than any earlier iPhone I’ve had. Even w/ no apps open, in air-conditioned room, not in sunlight.