Pruritus, or itching, is a very interesting symptom that can have many causes, but it is always unfortunate for the patient. There are some other questions that need to be answered before we can say for sure why you are having these problems, such as what your past medical history is, how long this has been happening for, what medications you take, what other symptoms you have, if anything other than a hot shower helps, etc. If this problem has bothered you for life, then it is likely something within you that is causing the itching. This would be less common, and it is more likely that the itching has bothered you for a finite amount of time, that you could likely identify. A month, a year, etc, would be very helpful, as you might be able to arrive at something that has changed in that time period, e.g., changing the type of detergent or fabric softener you use on your sheets. As there are so many potential causes, the entirety is beyond the scope of this reply.
The most common cause of itching is dry skin, which can be worse in the winter. By taking a shower, you are obviously hydrating, temporarily, the skin. Itching is also relieved by pain, which is why very hot water helps. Try applying lotion generously after your shower and see if it helps. Your primary care doctor
will be able to help you with more details and by doing an examination to see if there is anything else, perhaps more serious, causing the itch.