The psi ball part is an exercise that teaches you to feel energy. Heat is felt after you feel energy in general. To create any construct like a weapon or ball of any kind, you need to generate energy. This takes a lot of practice, and if you don't do it right, it can be dangerous. It is dangerous because we are like electric circuits that can burn out easily without even realizing this is happening. The most likely thing if you try to go too fast is that nothing will happen.