Just a warning not to misinterpret Lyn's post and apply sunblock during treatment, that may stop some x-rays which would be bad news.
I didn't notice any sensations whilst having RT. I know that if I get sunburnt and later wash my hands in hot water it really stings, so our sensitivity to heat definitely changes, and we can be super sensitive to heat.
Andy's post suggesting it was from the LINAC getting 'red hot' made me curious. I've linked to a couple of documents discussing power consumption. To save you having to read them it seems a LINAC takes 14kW of power to deliver the x-rays but the x-ray beam is only 17watts(can't find my link for that) so nearly all the energy is heating up the tungsten target, it will definitely get red hot. The tungsten is behind an awful lot of shielding and will have a cooling system. There is one aperture the 'size of a walnut' for the x-rays and heat, not removed by the cooling system, to escape; the LINAC is about 3 feet from your skin.
I would guess only about 100watts of infrared and UV are getting to you during treatment, that might be enough that you would feel it.
For anyone interested in the CO2 cost of being treated here are the links.
https://www.ipem.ac.uk/media/wthiszvq/speaker-2-catherine-stanford-edwards.pdf
https://www.sciencedirect.com/science/article/pii/S2452109422002755