automatic xj's are known for hot trannys. it's nice in the winter, not so nice during a heat wave in the summer.
i tried to combat the tranny heat by installing a larger, second trans cooler. it helped a lot.

but also as peep said, there is a heat duct running through the passenger side of the center consul.

That's exactly where it's hot only on passenger side so I guess that's fine right? What exactly should I check for on the cat? Thanks guys (;

keep the heat off and see if it still gets hot.
if it does, then it's likely either the transmission just getting to operating temps or your cat is clogged.

if your cat is clogged, it should glow red hot. this is something you want to be careful with, especially if you have an engine leak (oil, tranny fluid or fuel).

It happens more when the heat is off. I checked the cat and it didn't get red or anything so it's probably just fine right ?

Headers/exhaust is stock? I had an exhaust leak once that would warm up my center console as well.

Well my mom took her xj to the garage(I convinced her to get a 95 manual) for a brake problem and I asked him about it (to see if he could look for something I was missing) he said its probably something with the exhaust but if it was a leak I'd hear it.