heat only ever moves one direction; cold is an absence, and why that changes how you dress
Cold is not a physical substance. It is simply the name we give to the absence of heat. When something feels cold, what you are detecting is the direction of heat flow: heat is leaving your body and moving into the cooler object. The only thing that ever moves is heat, and it moves one way: from warmer to cooler.
All matter is made of atoms and molecules in constant motion. Temperature is a measure of the average kinetic energy of that motion. In a hot object, particles vibrate or move quickly; in a cold object, they move more slowly. When two objects touch, the faster particles collide with the slower ones and transfer some of their energy to them. That transfer of kinetic energy from the fast-moving particles to the slow-moving particles is exactly what heat is. It continues until both objects have the same average kinetic energy, meaning the same temperature.
Suppose you pour 250 grams of coffee at 80°C into a mug in a 20°C room. The heat lost by the coffee as it cools to room temperature is given by Q = mcΔT. Using the specific heat of water, that is roughly 0.25 kg × 4184 J/(kg·K) × 60 K, or about 62,800 joules. That energy does not disappear. It goes into the air, the mug, and the table, warming them by a tiny amount. The coffee never "receives cold" from the room; it gives away heat. In the same way, your body at about 37°C loses heat to a cold room. The feeling of cold is not an invasion; it is the acceleration of your own heat leaving.
People say cold air "rushes in" through an open window. That is misleading. Warm air is less dense than cold air, so when a window opens, the warmer indoor air can rise and exit, and denser outdoor air settles in. But the sensation you feel is still your heat being carried away by convection. Likewise, a metal spoon at room temperature feels colder than a wooden spoon at the same temperature. The metal conducts heat away from your hand much faster. The spoons are the same temperature; only the rate of heat transfer differs.
The "heat goes from hot to cold" rule applies to spontaneous heat transfer. It does not forbid moving heat in the opposite direction if work is supplied. A refrigerator, for example, uses a compressor to pump heat out of a cold interior and dump it into a warmer kitchen. That requires external energy, so it is not a violation. Also, the rule applies to net heat transfer: individual molecules can occasionally transfer energy in the other direction, but on average the flow is from hot to cold. And radiation works across empty space, so you do not need physical contact to lose heat to your surroundings.
Cram I always thought cold air gets in when winter hits. That is why I bundle up.
Rep That is backwards. Cold does not move. Heat does.
Cram But when I open a window cold air rushes in. It is right there.
Rep It feels that way. But warm air leaving is what actually happens. Heat transfers toward cooler areas.
Cram So cold is not actually a thing that travels?
Rep Exactly. Cold is the absence of heat. There is no substance called cold.
Cram How does that work at the molecular level?
Rep Hot molecules vibrate faster. Faster ones bump slow ones and speed them up. That spreading is heat moving.
Cram So heat always flows from hot to cold?
Rep Always. One direction. Heat never flows cold to hot on its own.
Cram So when I feel cold, my heat is actually leaving my body.
Rep Yes. You are not invaded by cold. Your own heat transfers to the surroundings.
Cram That totally changes how I think about dressing for winter.
Rep Layers trap still air. Still air is a poor conductor. Your own body heat stays near you.
Cram So I am keeping heat in, not blocking cold out.
Rep Now you have it. Cold is not a thing. Heat only moves one way.