since you have an internal body temperature, which circulates warmth, anything cold that is in contact with your body will start to ‘decrease’ that internal body temp (in that particular part of the body) the hot energy is transferred to the cold -> the cold energy is transferred to the hot
ex: you grab an ice cube, the ice cube begins to melt because the warmth of your hand melts it, afterwards your hand is cold
hope this makes sense ! :-)