When your body temperature rises due to exercise, fever, or stress, the body responds by pumping the heart faster to move blood around the organs in order to absorb the heat. When the blood itself gets too warm, the body turns on the sweating reflex. In order to cool the body down, the sweat will evaporate and take the heat away. This in turn also cools the blood so that it may go back and cool down the organs.
Fit people sweat more than unfit people.
Learning to turn the sweat mechanism on sooner is a trained response that occurs over time. Fit people have conditioned their systems to be very efficient at cooling off, therefore they will sweat almost immediately when starting an exercise program. One of the most common misconceptions is that the more you sweat, the more body fat you are losing. This is simply not true. Likewise, you can still find those in Saunas who are there to drop a few pounds.