Sometimes people are naturally less resistant to cold (less body fat, less neural tolerance to the sensation, etc.). Sometimes it's circumstantial. Did you eat well recently? Calories make heat. Have you had good exercise recently? Poor circulation makes everything colder, especially arms and legs.
Try making a chai variant on cold days. Toss a cinnamon stick, some fresh ginger, a clove, a couple cardamoms, star anise, fennel, and any other warming spices you might have into a couple cups boiling water. Bring to boil and reduce to simmer for 10-15 mins. Strain and then drink. You can add milk to it toward the end if you want it more creamy, and honey if you want more sweet. I guarantee this will heat you up instantly, from the core outward.