If the weather is really hot, you say that it's "so hot". "So ___" is a way to express an adjective very strongly.
When you want to compare two things, you say "___er" or "more ___". So, for example, you'd say "It's hotter in New York than in London."
Putting these together, if you want to compare two things, and say that the difference between them is very strong, you say "so much ___er":
It's so much hotter in New York than in London.
When it's clear what you're comparing to, you don't need to say "than ___". So, if you're from London and visiting New York, you could say:
It's so much hotter in New York.