From the Super Mario Wiki
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Hotheads are large balls of sparking energy that first appear in the game Super Mario World.
Super Mario World
Hotheads first appear in Super Mario World. They slowly move around platforms and don't pose much of a threat. These creatures only appear in some of the fortresses and castles. They can usually be found in areas with Li'l Sparkys, which are smaller versions of Hotheads.
Super Princess Peach
Super Smash Bros. series
Hotheads appear as an item in Super Smash Bros. Brawl and Super Smash Bros. for Nintendo 3DS / Wii U. Like in Super Mario World, they stick to the stage when thrown and burn anyone that touches it. It will also grow larger if hit with attacks, but it grows significantly larger when hit by fire and electric attacks. Hotheads move quickly around the platform they are on, but can also just fall off entirely.
Super Smash Bros. Brawl
Super Smash Bros. for Nintendo 3DS / Wii U
Blue indicates exclusive to the Wii U version.
Names in other languages