Unlike in English, there are two ways to describe “cold” in Japanese:
寒い [さむい] – cold (e.g. weather)
冷たい [つめたい] – cold (to the touch); coldhearted
Note that these words are not interchangeable. If you should touch something cold and exclaim, “寒い！” you may sound a bit silly. This isn’t to suggest that a native Japanese speaker won’t somehow be able to figure out what you meant, but please try to internalize the difference.
Also note that if a Japanese girl calls you 冷たい, you’re doing something wrong.