Like anything in life, there are benefits and contraindications. Hot yoga is well-known for its disciplined 26 (or so) postures done in a particular sequence, every time. There is typically a scripted dialogue given by the instructor, and in this way the class itself is quite predictable.
The room is heated, and it is thought that this enhances the detoxifying effects of increased circulation and perspiration. Non-heated yoga classes are quite varied, have a broad scope in terms of style, postures, sequences, talking points and levels of guidance.
No style of yoga is better than another style of yoga… so I would offer that you contemplate what you are wanting from a yoga practice and try out a few classes and styles based on those conclusions. Go with what feels good in your body, piques your interests and doesn’t activate that competitive part of your being that could get in the way of deeper and more advanced practices of yoga. Enjoy!