From the Super Mario Wiki
Hotheads are large balls of sparking energy that first appear in the game Super Mario World.
Super Mario World
They slowly move around platforms and don't pose much of a threat. These creatures only appear in a few fortresses and castles. They can usually be found in areas with Li'l Sparkys, which are essentially smaller versions of Hotheads.
Super Princess Peach
The Hotheads reappeared in Super Princess Peach, where they served the same purpose.
Super Smash Bros. Brawl
Hotheads have made another appearance in Super Smash Bros. Brawl as an item. The Hotheads, just like in Super Mario World, will stick to the stage when thrown and burn anyone that touches it. It will also grow larger if it's hit with attacks, but it grows significantly larger when hit by Fire attacks, maxing out at approximately 3 times its original diameter. Hotheads move quickly around the platform they are on, but can also just fall off entirely.
Super Smash Bros. for 3DS/Wii U
Hotheads return in Super Smash Bros. for 3DS/Wii U, acting the same as Super Smash Bros. Brawl.
Trophy information from Super Smash Bros. Brawl
Names in other languages