Most likely you were using the heater before which was set at a high temperature.
What you need to do is turn down the temperature (e.g. 18 degrees) before turning off the climiate control and engine - this should turn off the heater completely.
So next time you start your car, the temperate should be at 18oC and any air coming into the cabin should be 18.
Take note of your air settings in the climiate control e.g. face, windscreen and feet, face and feet, etc... this should be where the heat is coming from.