Congratulations to Bulldogg6404 for the correct answer.
Here's the official answer:
I'm hotter than anything else in the world;
Lightning is estimated to be pretty hot - over 30,000 Kelvin temperature. Even the surface of the Sun, which is otherwise the hottest, is only around 6000 Kelvin.
I'm brighter than everything around me.
I didn't find any data on the luminosity of lightning in lumens, so it's a possibility the sun beats it. However, it's always either night time or cloudy weather in a lightning storm, so it's the brightest thing among everything around it.
I'll burn you if you get too close,
Lightning strikes are quite deadly, and cause severe burns and ruptured blood vessels. There are people who have survived it, but those are rare, and you certainly can't escape unscathed.
But still, you know how to tame me.
Lightning conductors, and generally electricity. Man had to depend on coal and fire till the Industrial Age, but with the advent of electricity, we've learned to utilize the power to our advantage.
Undesirable as I may be,
This one was a catch. Lightning itself is undesirable(in the form of thunderstrikes) and so is electricity if not controlled or handled safely. In case of the most obvious answer(the Sun) this one doesn't make sense.
I'm vital to preserving life.
This refers to the role of electric signals in bodily reactions.
I'm not sure if you'll guess me right
After all, I'm not who most think I must be.
Most people think I'm talking about the Sun.
About the title,
I'm talking about electricity being the way forward, with global warming increasingly being a problem, we'll have to shift everything to electric, such as transportation, comfort(heat and cold). Solar also fits, as it's the only sustainable way of generating electricity.
I provided this to discourage people from comparing it to man made entities, such as fission reaction which is orders of magnitude hotter than even lightning.