The phrase 'Hot Jupiter' was first suggested in 1995 and covers very large (.i.e. Jupiter-sized) planets that are very close to the star which they orbit - and with a typical orbit time of just a few days.
Their existence had been predicted in the 1950s - though at the time there was no way to reliably detect them. In the 1990s astronomers Michel Mayor and Didier Queloz won a Nobel Prize for discovering the first examples. They also came up with the name.
New space-based planet-scanning technology has already found many hundreds of such planets.
They are a cosmological puzzle, because they are so close to the host star that its intense radiated heat would presumably have 'evaporated' their structure many millions of years ago - or have prevented their formation in the first place.
There are currently three theories about their formation ;
[1] They formed far away from the parent star and then somehow their orbit progressively became smaller (ref.)
[2] They managed to form in situ without getting evaporated (ref.)
[3] The 'core' formed in a remote orbit and then migrated inwards - subsequently accreting more material to form a Jupiter-sized planet. (ref. as above)
To date, none of the explanations has been fully accepted.
Note that the question of how any planets form has still not been fully agreed - see Planet formationplugin-autotooltip__plain plugin-autotooltip_bigPlanet formation
"The origin of planets is a vast, complex, and still quite mysterious subject. Despite decades of space exploration, ground-based observations, and detailed analyses of meteorites and cometary grains (the only space samples available in our laboratories),