When you want to say that you're hot. Was the lesson not clear on this point or did your question aim in a different direction?

The lesson is very clear that you don't use chaude to say that you're hot. But you can use it to describe other feminine things that are hot:

l'eau chaude

I think everything is cery clearly laid out in the lesson. You use the male form exclusively to say that you feel hot and you use the female form for female nouns that are hot.

Anne, tu as chaud ? -- Anne are you cold?
J'aime l'infusion chaude. -- I like hot herbal tea.

I guess the question concerned the female form only?

No time because there is no feminin word for  'hot"

Hi Jinju,

you can say "I'm hot" in English even without sexual connotations. It depends on context and is stronger if you say this about another person like, "She's really hot!" (raising your eyebrows and looking lecherously) ;)

-- Chris. 

Bonjour Judy, While you addressed your question to Aurélie, know that I am not attempting to answer for her as that would be uncool. In your example, it says the water (a feminine noun, hence the use of the feminine form of the adjective) is cold. In this case the use of être instead of avoir is correct. Here is the part of the lesson that addresses the use of avoir: The verb avoir (to have) is used to express being cold and hot (and not être / to be as in English), effectively "I have hot"! Note that even if the person is female, the masculine adjective chaud is used, not chaude : you cannot say J'ai chaude. It can be seen from the lesson that when one speaks of their perception of hot and cold then the use of avoir is needed, i.e. J'ai chaud, J'ai froid. So, the takeaway is this, when speaking of a person, the verb avoir is used; however, when speaking about water, coffee, and other items that are hot or cold, excluding the weather, être is used. Weather expressions have their own verb, faire, i.e. il fait chaud, il fait froid, etc. J'espère que cela vous aiderait et merci de me permettre à répondre à votre question. Bonne chance,

Thanks Ron. That was a good explanation and I hope I'll get it right every time now!

As I understand it, if you use être you are describing a "state of being". So to say "Je suis chaud" could convey a sexual connotation. Similarly with "Je suis froid". That is why in the company of native french speakers you may sense that they seem a bit embarrassed.