If you compare the feeling of touching a piece of metal versus a piece of paper, the metal will always seem cooler, even if both objects are actually the same temperature. So what gives? It turns out that what we're really feeling as cold when we touch something is actually an object's increased ability to conduct thermal energy away from our skin.
Temperature is technically just a measurement of how much atoms and molecules in a given object are moving. The more movement, the hotter it feels. And since metal is a good conductor, it actually pulls thermal energy away from our skin when touched, causing our thermo-receptive nerves to interpret the loss of energy as the object being cold. So maybe meteorologists should start providing forecasts based on how quickly our bodies will gain and lose thermal energy throughout the day, instead of it being hot or cold. Or, maybe not.