SpongeBob SquarePants: The Cosmic Shake gives you the chance to assist most of the titular character's friends in some way. Most of them want you to collect something for them. In the case of Sandy, she requires some hot objects to warm up her place.
You can find this out shortly after completing the Prehistoric Kelp Forest world, which also happens to be the hottest place in the game. Thus, it's the best place to find hot objects. So, you must head back into the world to find the five things the Squirrel needs. These are the locations of each one.
Hot Object Location One
The first hot object is very close to the start of the level. This is also the part where you're chased by rubble. So, head forward as quickly as possible.
Once you leap over the second bone barrier, you will be able to see the collectible on your left.
Hot Object Location Two
There are several tongue slides in this world. This hot object is next to the one just above the lava. When going down it, you may notice a trampoline just off the track.
Jump on it, go through the ring, and swing to the hot object.
Hot Object Location Three
While making your way through the world, you reach an area that contains moving platforms. They're traveling across the lava like a conveyer belt.
The hot object is in the middle of them. When a platform moves under it, you can get it.
Hot Object Location Four
The fourth hot object is in the boulder riding sequence. In fact, it's near the start of it. After going a short distance, you will see the hot object off the path to the left.
There is some lava under the collectible that keeps rising and falling. You need to get on that to get pushed into the hot object.
Hot Object Location Five
The last hot object is also in the boulder riding sequence. This one is a bit further down the track, as you must pass two turns before reaching the collectible.
It's in a large circular area, and like the last one, you have to ride a bit of lava to get to it.
Bring The Hot Objects To Sandy
Once you've got all the hot objects, you can bring them to Sandy in Bikini Bottom. Where she is standing depends on where you are in the story.
She could be by her house or somewhere on SpongeBob's street. When you give them to her, she gives you a gold coin in return.