Why is it that when you get in your bed it's cold?

because when you put something right up against your body, the cold from the object transfers to your body.

The bed is just cooler than your skin which is much warmer than room temp.

72 degrees (or whatever your room temperature is) feels cold next to a naked 98.6 degree body. If you don't want it to feel cold, wear pajamas.

because it is cooler than your body temp