i have a 95 golf and mine does the same thing. in fact, it gets so hot that the switch has melted slightly and deformed. I took it apart the other day, and found that the switch unit for all three switches is a single unit. i played around back there, but i couldnt visibly find anything wrong. i would imagine that its a short somewhere and replacing the switch unit would probably be the best solution.
I have a 94 golf and the same thing has happened to me. It has gotten so hot the the backlight for the fan controls does not work unless you hit the steering wheel at the right angle at a precious location on the wheel....Its a pain in the ass! When i put in my radio i found that the space directly above the controls are very warm and stay warm for along time.....If anyone figures out why this happens, let me know!
Not only was my fan control hot, but only speeds 2 and 4 worked.. and just the other day speed 2 quit working. I bought a new fan control switch unit from the dealer for 80.00 .. . . .that should fix it. if you pull off the switch cover, you might be able to find some short somewhere, and my problem is probably because the metal strip isn't making contact w/ the switch. but-- 80 dollars saves me the trouble so i don't mind too much.