http://nielsenhayden.com/makinglight/archives/007766.html has plenty about heat cramps, heat exhaustion, and heat stroke, and how to avoid them.
Heat is dangerous, and getting heat exhaustion once makes people more vulnerable to getting it again.
I find people who find it a big pleasure to challenge their physical limits mysterious, but I don't have to understand everything. However, there's a less obvious mystery.... why don't such people get seriously hurt more often, considering that what they're overcoming is their bodies' warning signals? There must be some secondary warning system that kicks in to say "you're REALLY overdoing it", and identifying those signals is something that can't be entirely learned the hard way.