Hot headers are HTTP headers delivered by your server that don't meet the HTTP specification (RFC 2616). Nikita doesn't check all headers but she does look for ones that commonly contain mistakes. Specifically, a URL will appear in this Hot Headers list if your server's response to that URL meets any of the following conditions:
You can read an exact definition of Hot Header terms.
http://nikitathespider.com/TestPages/http/BadDateHeader.spy
http://nikitathespider.com/TestPages/http/NonAsciiHeader.spy