The blood circulation in our body is accelerating during our workout session. When we stop exercising, it takes sometime to decelerate and back to its normal state. If we take shower immediately, this increases the amount of blood circulating in our skin. As a result, our muscles continue to remain in stress and we feel even more tiring.
Furthermore, taking a hot shower immediately after workout also decreases the blood supply to our heart and brain, thus leaving our body lacking of oxygen supply. This induces mild unconsciousness or dizziness for light cases, and shock or coma for serious cases. In addition, it might even increase our chances to suffer from chronic diseases.
As a rule of thumb, try to take shower about 20 minutes after the workout. Our heart rate would have gone back to normal after this period of rest, and so does our blood circulation system. Remember to drink sufficient water too after the workout to rehydrate the body. Drink in small sips rather than drink like a fish or quench like a horse.
In a nutshell:
Don't rush for shower right after your workout. Take a water break. Relax your body. And let the heart rate recovers.