My Surface Pro 4 Used to Overheat Constantly
When I first got my Surface Pro 4 (I pre-ordered, so had one of the first off the line), it used to overheat at least once a day. I would leave it on at night, and the next morning it would have completely rebooted. This was a mystery, until I witnessed it happen once while I was using it (the big thermometer icon appears on the screen). Sometimes I couldn't even install updates because it would fail halfway through with the thermometer icon. I had to rig up a beer keg cooler and place the Surface Pro on that to prevent it overheating.
I never returned it or had it serviced, but the problem went away after a year. I suspect that Microsoft rolled out some updated BIOS/firmware and/or drivers that fixed the problem.