@superdoofus if you mean the ring on their fingers, no. It is constantly in contact with your body and removing the excess heat that way. It doesn't even feel uncomfortable. A metal necklace could kind of sting you, if you first lean forward so it's essentially hanging on air and then lean back, but I've never heard anyone get a burn from that either.
The bigger danger is, if your ring has a stone in it, as those might not take so kindly to the high heat and humidity and get messed up.