The thing with "cold" is that it is relative.
If you mean homeothermic creatures, the most beautiful mammal is relatively cold when compared to us:
The platypus has an average body temperature of about 32 °C (90 °F) rather than the 37 °C (99 °F) typical of placental mammals. Research suggests this has been a gradual adaptation to harsh environmental conditions on the part of the small number of surviving monotreme species rather than a historical characteristic of monotremes.
All lifeforms evolve their thermal regulation - be it homeothermic or poikilotherm - to achieve primarily two goals:
- To make sure they can stand whatever temperatures they might face on the environments where they live;
- To be as much energy-efficient as they can be, given their lifestyle.
On the second point, for example: a crocodile can live on far less food than a lion of similar weight, since it does not use its own energy to keep its body temperature. However, the lion can afford to be relatively more active, and thus the extra energy cost of homeothermic regulation pays off due to its hunting style.
Now, back to being "cold". Imagine that, besides hominids, our world had also seen the rise of platypids, marvelous humanoid descendants of the amazing platypus. Should they keep their quadruped cousins' internal temperature, they would seem cold to the touch for us, even though they keep their temperature constant like all other mammals. Those godlike beings could manage to keep their temperature at a constant 32 °C (90 °F) by merely tuning their sodium pump leakage down.
If you want a less perfect humanoid that has a different temperature, do some reading on the last link above and taylor their thermal regulation mechanisms to your liking.