Why does room temperature water seem colder than room temperature air?
Water conducts heat better than air. Water at room temperature is cooler than your hand, so heat will be transferred from your hand to the water. Your hand registers this loss of heat as a “cold” sensation. Air doesn’t conduct heat as well, so less heat gets transferred and you feel less cold. Alternatively, water that’s warmer than your hand will feel hotter compared to air at the same temperature. The same thing works for other materials, for example metal at room temperature feels colder than wood for the same reason.