To dream that you are cold implies that you have come to some realization or awakening in your life. It may also mean that you feel alone and distant. Your sense of coldness could be mirroring your opinions or thoughts about someone. The dream can be an interpretation of your actual surroundings, which are cool in temperature.
To see the word 'cold' in your dream indicates that you cannot make a choice based on emotions or bias. You need to be more rational and practical. Think with your head and not your heart.