No vinyl should not be exposed to heat as part of the process. But it could be a bunch of things. Sometimes when vinyl is pressed it comes out as sort of worn and pitted looking. I'm pretty sure that's not a result of heat exposure but instead part of the manufacturing process or maybe cheap recycled vinyl to make the record.
However, when a record gets exposed to heat, a bunch of things can happen, including a similar pitting effect. Almost always heat damage results in some noise or a "whoosh" sound as the needle passes over the affected area.
But it's too hard to tell without a picture, as far as I know, it could be a cigarette burn. Also, occasionally as a part of the pressing process there are like one or two bubbles in the wax (or worse, sometimes paper gets embedded in the wax).