Like THOR, it has a very hot head, and he has to wear iron gauntlets to handle it.
MJOLLNIR was made by the dwarfs, who are specialists in the weapons industry. For a hammer it’s a formidable bit of kit. When THOR throws it into the sky, lightning issues forth. Usually followed by trouble. And its boomerang tendencies means he never has to worry about it getting lost.
MJOLLNIR is such an iconic part of Norse Mythology that people used to wear mini-Mjollners around their neck as a talisman. in fact they probably still do.