Feeling cold while others are sweating from the heat can be a sign of cardiovascular diseases, particularly anemia, which itself can be caused by cancer and other nasty diseases. If you're feeling cold all the time regardless of weather, go to a doctor and get them to give you a checkup. Describe your symptoms and try to get them to check you for anemia. Hemoglobin tests, which show whether you're anemic or not, are still often not performed in regular checkups in many places. There are plenty of people who have ended up in hospital in critical condition because of anemia, so it's no joke.