High precision measurements of the Hall effect have been carried out for archetypal heavy fermion compound - CeAl3 in a wide range of temperatures 1.8-300K. For the first time a complex activated behavior of the Hall coefficient in CeAl3 with activation energies Ea1/kB=220K and Ea2/kB=3.3K has been observed in the temperature intervals 50-300K and 10-35K respectively. At temperatures below the maximum of the Hall effect T<Tmax=10K an asymptotic dependence RH(T)=exp(-Ea3/kBT) was found in CeAl3 with the value Ea3/kB=0.38K estimated from the experimental data. The temperature evolution of microscopic parameters (effective mass and localization radius) evaluated for the many-body states (heavy fermions) is discussed in terms of an electron-polaron states formation in vicinity of Ce-sites in the CeAl3 matrix.