In order not to become hot, you may choose an open gym outfit in the morning until late afternoon. However, you better choose clothes that can protect the skin.
Using sunglasses, long sleeved shirts, and long pants may be the solution. Do not forget also to choose clothing material that is able to absorb sweat well.
It takes time to get used to. However, as long as you choose the right sportswear, exercising outdoors with covered clothes is no longer a problem.