This is just your skin starting to sweat. I complained about this to an extremely fit friend and his somewhat disdainful advice was that I needed to exercise more. Perhaps this answer is not at the level of rigor you wanted, but I think everyone experiences this, and the more you sweat, the less uncomfortable sweating becomes.
Previous Open Thread: http://lesswrong.com/r/discussion/lw/k94/open_thread_may_19_25_2014/
You know the drill - If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one.
3. Open Threads should start on Monday, and end on Sunday.
4. Open Threads should be posted in Discussion, and not Main.