Macbook Pro gets warm while running Android virtual device
As long as your fans shut off soon after you close the application, there is no problem. When your computer is working hard it will turn on the fans to cool it self off. It would be more concerning if the fans didn't turn on as that could result in permanent damage. 

Virtual machine will often work a computer because its running two virtual devices on one physical device. 

Just know your fans are 


Keeping your mac's internals safe
Allowing your Mac to perform at its best
Not an indication of a problem (unless they are on all the time)