Galaxy Note 8: What to do when pop-up message about "Device Cooling Down" appear?

When you use features or applications that require more power or use them for extended periods, your device may temporarily heat up due to increased battery consumption. And during wireless or wired charging, the device and the charger may become hot.

Also, your device may heat up due to the exterior environment conditions (i.e. using for extended periods in very hot areas, storing device in very cold or very hot temperatures, exposure of device to direct sunlight. Etc.)

When the device heats up or becomes to specific temperature during charging or using, algorithm to protect device’s overheating operates and accordingly the features and performance may be limited with “Device cooling down” pop-up.
  
Then, the screen brightness and the performance speed will be limited. Running apps will be  closed and you will only be able to make emergency calls until the device cools down. Also the device may turn off to cool down. This is a normal operating condition to prevent damage to the device.

At that time wait for the device to cool down and then begin using or charging the device again.