The wheels in your car run on wheel bearings. The bearings allow the wheel to spin freely on the axle. Those bearings sometimes go bad and need to be replaced. A disintegrating bearing can eventually completely seize up or overheat, and cause your wheel to seize. If it gets that far, it could cause more damage to your car. If you aren't very familiar with all the different parts of your car, you may not know the various symptoms of a damaged wheel bearing.
Growling
If your car starts to sound like it's growling or roaring, that can be because your bearing is starting to disintegrate. You should pay attention to see if it gets louder when your car is going faster or when you are turning or on a curvy road. That's because the bearing comes under more stress when you are turning. It may take you a little bit of time to pinpoint that it's the bearings making noise because the sounds can vibrate through the frame, making the sound come from the whole car.
Play in the Steering Wheel
If you notice that you start to have more play in your car's steering wheel, that can be a sign that your bearings are going bad. In this case, play means that your steering seems looser and that you can turn the wheel quite a bit before your car turns. You may feel like you have less control over your steering because of that.
Hotter Tires
Another way you can tell that the lug nuts on that particular wheel are hotter. They are hotter because the bearing is near that part of your wheel and the heat can be transferred out through the metal. The reason that the lug nut area is hotter is because the bearing isn't riding smoothly and there is more grinding or metal on metal action going on in the bearing. Since you don't normally go and check the lug nuts on your car, this would be something that you would do if you suspected that there was a problem. You should also check to make sure that the lug nuts are all tightened while you are checking, because extreme vibrations may cause a lug nut to start to loosen somewhat.
If your car has any of these symptoms, you probably have problems with your wheel bearing and you should go to your local auto body shop and get it fixed as soon as possible.