I am not a medical doctor but have experienced something similar.
In my early 20's I started to get a rash on the insides of my arms and legs. I went to the dermatologist and got what some doctors have referred to as the catch all diagnosis of atopic dermatitis.
Atopic eczema - Wikipedia, the free encyclopedia
I couldn't stand to wear wool or anything itchy. Heat made it worse. Learned the triggers and the symptoms burned out for the most part by early 30's. Still get it if I get overheated though.
You may want to see a dermatologist or your doctor to get properly diagnosed.