I am looking for ways to improve efficiency and have noticed that the
ducting coming directly from my furnace is extremely hot to the touch.
It's hot enough to burn if the finger is left there.

My first thought was that I need to insulate this, but then I started to
wonder is this is normal (my first house). Does this indicate an
overheated or overworking furnace? I have one room closed off if that
makes a difference.

The furnace itself is about 30 years old. So, should I insulate this
pipe or look for reasons why it is so hot? Thanks in advance.