As someone who grew up in Florida - it gets a lot more bearable if you exercise outside when it is hot and drink a lot of water.

Since AC is ubiquitous where I grew up, I spent a lot of my youth completely de-conditioned to the heat, constantly moving from one air conditioned space to another, avoiding being outside whenever possible. But when I decided I was tired of being fat, and exercising would probably help with that, I started exercising outside a lot more. Often this meant playing ultimate frisbee in the middle of the day during school lunch breaks, or hiking all day on a backpacking trip in the swamp, or riding my bike around my university's campus. I found that as long as I was consistently exposed to the heat and regularly did some amount of high intensity cardio in it, I was generally quite comfortable most of the time.

And of course, exercise in the heat means sweating a lot, which means you need to drink a lot of water.

Some of it is psychological. After all, when you are sucking air after sprinting around for 5 straight minutes for a point playing ultimate in the direct sun, relaxing in the shade feels quite comfortable - even if it is hot and humid. And you also get used to being sweaty - it stops feeling "gross" and weird, and is just how life is. Which makes sense, since humans literally evolved the ability to sweat a lot for the purpose of cooling down in hot conditions.

Some of it is physiological. Eg, your body will learn to sweat more to release more heat. And I would also expect increased capillary density near the skin, so the body is more able to move blood to the body's surface and shed heat quicker. Also, after seeing Mexicans walk around in direct sun in 30° heat wearing sweatshirts and jackets because "it is chilly", I have a hypothesis that heat-adapted bodies simply produce less heat (maybe via decreased Non-Exercise Activity Thermogenesis?).