Relay question
 

Is it normal for relays to get hot?

or getting hot (hotter than other nearby relays) it is sign of replacing?

Generally, if it's getting hot there is either too much current flowing through it or there is a high resistance connection (bad connection). Which relay is it? It could be the load on the relay is pulling higher current than usual causing the relay to heat up.

Here is the whole story:
I cranked the car, at the instant the engine started running there was an usual pop from the engine bay, idle stayed high as usual - 30 secs or so - and droped normal. Then, I tried to lower the windows and nothing happened - either side (first time ever in 20+ years) went to the fuse box all OK but changed the windows fuse anyway - nothing. Checked the relays and notices the first really (from the bulkhead towards the front of the car) hot the second one a little cooler and cooler as the third, fourth... removed the first one again and left it out because it was just too hot to me; the car ran like crap no turbo power, idle at 2K and just wrong... Turned around, got to the house removed all relays including the one in the engine bay - facing the intercooler, cleaned all connectors and put them back on = everything is runnig well and the windows go down like nothing ever happened.
Should I replace all relays for new ones? do relays go bad with time? those are original ones (30 years old)
I'm a little puzzled here...

My relays were looking kind of old, replaced em. Cleaned the areas in the fuse contact points with a wire wheel on the dremel. Seems like the relays & fuses for the fuel pumps get hot. I finally changed out my fuse block to ATO type fuses . Havent check them lately as to heat. Did blow one of the old ceramic fuses, which started the whole process of upgrading.