Jay has an old pair of Bose headphones and they make his ears really hot. How can he avoid that? Leo says that in-ear monitors are better because they do the right kind of isolation without that overheating. They can also impact the hearing of a young person, though, so he would advise not using them very often. The best are Etymotics. They are flanged, so they go deep in your ears.
They also make a kids version called EtyKids, and they're engineered to lessen the audio impact on your ears. Jay can get them for $39 on Amazon. AKG K240s are also a good option. The chatroom advises going to The WireCutter for reviews, and Leo advises Headphones.com for good reviews too.