A hot spring is a natural discharge of groundwater with raised temperatures, according to the Columbia encyclopaedia. The formation of the hot springs, it adds, occurs when rainfall, river water and lake water, seep into the earth, where it is heated before being circulated to the surface. 

This process has to however, be supported by the right geological and terrain conditions to generate the deep circulation of underground water.

Some thermal/hot springs, however, are not related to volcanic activity. In such cases, the water is heated by convective circulation: groundwater percolating downward reaches depths of a kilometre or more where the temperature of rocks is high because of the normal temperature gradient of the Earth's crust—about 30 °C (54 °F) per kilometre in the first 10 km (6 miles).

Here is a picture of monkeys enjoying a hot spring

https://en.wikipedia.org/wiki/Hot_spring