"Hot" Zones

[Hereki]

I beleive as soon as you enter the zone a message will indicate that the zone is a "Hot Spot".

No, you get no message.

I seem to remember when I hit 20, Mistmoore was the Hot Zone for the level range.  I got a message--like the "Help with this function" box that pops up the first time you do something like make a trade--that suggested I go to Mistmoore as it was a hotzone.

That is right.  There is a popup window when you ding; I don't think that is included in the scrolling text, though.  You most certainly do not get a message when you enter the zone.

On another topic, the exp boost I am guessing is around 20-30%; you certainly wouldn't notice that on a per kill basis.