I like heating it up but not in the microwave. I put the pb tubs in unscented trash bags and float them in my hottub for an hour or so. You can use your bathtub for this instead
For cleanup: try and get as much off as possible before getting in the shower. I like to use a muscle scraper, it takes it off really well! If you don't have one handy, and serving spoon with a long handle and thin edge works great.
In the shower I use 2x loofas (one "dirty" for use when you're covered, and one "clean" for a final scrub down), dawn dish soap (for the grease) and then regular body wash.
-scrape all the pb you can off you in your mess area before going in the shower
-use the "dirty loofa" and dawn dish soap and scrub down first.
-use hair products like shampoo and get your hair clean
-use the "dirty loofa" and scrub down with body wash
-use the "clean loofa" and scrub down once more with body wash
I recommend buying a shower squeegee. They are great for cleaning thick stuff like peanut butter from yourself, and your bathroom. A good soap that breaks down oil, dish soap is usually best but can dry out your skin, so I usually wash with a more hydrating soap after the diahsoap. I also recommend a soft Silicone body scrubber, they are cheap, and very effective, but kind to your skin. Sometimes I use a loofah but it can irritate my skin removing really stuck on substances.
As for heating, filling the sink with hot water works great, but if you don't want to wait, use a hair dryer while stirring it in a large bowl.
And lastly, if you plan on getting it in your hair, bring a wide pick comb with you, and while you are cleaning it out, having it to separate your hair from the ends first, makes it much easier to clean and keep from tangling. Slowly and gently comb your ends, and work your way up. When it is easy to run through from root to tip, switch to a fine toothed comb. You will be surprised how much sneaky peanutbutter can get stuck in the hair. Then just wash with soap and warm water. After your hair is dry, run the fine comb through it again to check and see if you missed and bits.
I cannot comment on heating or not, but what I would say is that as you work with the peanut butter, it will tend to dry out and get grainy and clumpy. To avoid this, I'd recommend using something more liquidy to keep the consistency creamy.
As far as cleaning goes, liquid dish soap works wonders. Peanut butter is very oily, so using lots of soap to help break down the oils and lots of hot water to wash it away is important. For hair, a few rounds of shampoo has always works great for me. I wouldn't bother combing it out first, just start working shampoo into it and it'll loosen up. It definitely seems like it's going to be harder to get out than it actually is.
The real problem I've experienced with it is how similar it is in color to my skin tone and how difficult it can be to find all of the places it gets. Everything must be scrubbed deeply to make sure you're not missing anything.
It also gets on everything and can be quite annoying to clean off surfaces. Rarely is cleaning it off my body the worst part. Generally, it's cleaning my shower that takes up a lot of the time.
Overall, it's one of my favorite substances, but I definitely would recommend starting small since it can be challenging to work with, which is part of the appeal of it.
Additionally, due the amount of hot water you'll be washing with and the amount of physical exertion, I'd recommend keeping a cold water bottle on hand to drink from as needed.
As I mentioned in another post about shoe polish - although it might sound counter-intuitive thick oily/greasy substances can be made easier to wash away (without going straight in with the heavy detergents) by diluting them first with a thinner oil like vegetable oil. The 'sludge' will disperse and wash away far more easily with less soap and be a lot kinder to skin and hair.
As ABGamma alludes - add oil to the PB mixture to keep it supple before you get covered!