Katerina,
Hi,
Try to keep in mind that heat is only one of the many qualities of energy by which we may detect its presence and activity; and 'heat' is certainly not the most subtle of energy's qualities.
I suppose this is all to say: try not to worry. Just keep after your practices. By-the-way, at times some energy can actually be perceived as 'cold' when it is most effective. So, perhaps not all the energy you were accessing was "Reiki".
:)
Cheers,
RC