Hot yoga: is it hot here or is it just me?

I have become a member of an hot yoga studio - finally!
Back in Denmark I did some yoga (hatha, ashtanga and power), but I had, before I came to Japan, never tried hot yoga also known as bikram yoga.

Bikram yoga is a style of yoga where you do the poses in a room with a temperature of about 40.5 degrees. It is believed to be good for detoxifying the body...(but no one can be sure if it is true or not...). Hot yoga is very popular here in Japan and you can find hot yoga studios everywhere. I have already been to two...
First time I tried hot yoga, I felt like that I was doing it in a sauna. In beginning it felt very unpleasant, but I got used to the heat later on.
I do actually like the concept. Besides the whole thing about doing yoga in a hot room is no longer a problem for me. However, I am concerned about the risks there may be...So if I could and should choose, I would maybe prefer not hot yoga...