Capacitors are a complex beastie. Sometimes lo ESR is good sometimes not. It's all application dependent.
For power supply matters LOW ESR and increasing capacitance (1000uF?) reduces output ripple, but causes a high inrush current on power up unless you use a zero crossing phase switch OR more simply an NTC thermistor (sized to match the circuit) inline with the capacitors.
Capacitors can get hot under certain circumstances (high pulse currents, hi frequencies). Capacitor selection comes into play here, lower esr is key. Using capacitors in combination can get you improved performance such as both electrolytics and ceramic on the same power rail for better noise and transients as well as voltage sag handling. One thing to note with ceramic dielectric is it's capacitance is voltage sensitive so always use units rated at least 2x the max operational voltage.
As you're new to the electronics area, understanding capacitor application is important. When to use the different dielectric types such as ceramic (X7R , Y5V, or NPO) ,electrolytic, solid electrolytic, tantalum, mica, silver mica, teflon, PET, PEN, polycarbonate...etc etc.
It makes good rereading for experienced folks as well as improved manufacturing does inprove cap specs and can change application ranges.
Here are a couple useful refs:
http://www.penton.com/webcasts/Keysight_060717.pdf
http://blog.octopart.com/archives/2016/03/how-to-select-a-capacitor
Edit: BTW caps make little explosives if you wire the polarized ones backwards, so pay attenton with that.