Taken from the FAQ that is in the Tech section at the tip-top of the page:
Symptom: gear selector and indicator become very warm/hot
Transmission heat is common with heavy vehicles. The Discovery auto tranny is equipped with a cooler, as well as a temperature sender. If the temperature gets too hot, a warning light will be indicated on the dash. Under normal operation, heat may (and will!!) be transmitted up through the gear selector. It can be quite a surprise if you fingers rub the bare metal below the plastic handle…so be forewarned!
The gear indicator(s) beside the gear selector also become very warm, often becoming hotter than the gear selector. This is not due to your transmission! There is a small, 5-watt bulb lighting the indicator that also doubles as a Coleman Camp Stove replacement burner. Don’t leave chocolate or perishables near the gear indicators (children’s fingers, too!).
My '96 D1 likes to get warm at the gear selector when I'm in stop and go traffic in town, as well as in the summer when its hot enough to cook eggs and bacon on the pavement.