Question: I bought my base model 15" MacBook Pro w/ Touch Bar the day it was released, and I just received it yesterday. I've been copying and downloading all the data and files that I needed and the battery didn't last me more than 5 hours, if even 4. I have no idea what is wrong with it, but it's really overheating and I almost never hear the fan running, which also alerts me.

Today I played Crossfire, a game with very basic graphics, on Windows 10 Bootcamp and it was ON FIRE! I had to close the game because of the laptop's temperature. Again, I did not hear the fan.

Things I've done:

* Reset the System Management Controller (SMC)
* Run hardware diagnostics by restarting and pressing the `D` key while booting. This was the first time I actually clearly heard the fan. The overall results were that it found no hardware problems.
* I called Apple, but they had no idea what they were telling me as they were following a written script, although a Senior Advisor was talking to me regarding the issue.

Now I have had it just for two days so far, and I have a two-week return period. Should I wait more and see how everything will work out, or should I return it?

Has anyone experienced the same issue? Is there anything else for me to try?

Answer: 
The problem you discribed is exactly the same that I have with my new MBP 15" Touchbar (2,9Ghz, Radeon 460). 
The reason why it's overheating is, that the fans do not automatically accelerate when there's a higher workload. They are continuously running at 2000 rpm. 

My solution: Use iStat Menus

There you can manually increase the rpm to medium (3500-4000rpm) and high (4500+).
You will see, if you manually adjust the fans, the MBP will work great and there won't be any overheating issues.

BUT that's not how a notebook should work. It must automatically adjust the fans.
I talked to several apple support guys (In Germany) and they all told me, that they havent experienced such a thing yet. I did the same things like you, resetting NVRAM, resetting SMC and I even reinstalled the OS. Nothing helped.

It may be a firmware issue that will be fixed in the future. However it seems like just a minority of MBP Touchbar customers are facing this issue.
Most likely I will exchange my notebook in January (since it's not available at the moment xD )
My 15" MBP w/ touchbar was overheating as well with as simple a task as streaming Netflix. I was roaming around the internet about temperature conditions and if cold weather could mess up my MBP as where I store it it could get very cold. I came across the setting of putting the "hard disk to sleep when possible" as a potentially damaging setting for my MBP in cold weather and I realized that maybe it had something to do with my computer overheating. I then unmarked the setting a lo and behold, I am now streaming Netflix without my laptop becoming hot. Try seeing if you have that setting on then turn it off and run your laptop, it could potentially help.