why do we shiver when its cold?

Shivering is a bodily function in response to early hypothermia in warm-blooded animals. When the core body temperature drops, the shivering reflex is triggered. Muscle groups around the vital organs begin to shake in small movements in an attempt to create warmth by expending energy. Shivering can also be a response to a fever, as a person may feel cold, though their core temperature is already elevated

Shivering creates friction, which creates heat. But when you're cold you have to be careful to try and relax your muscles, particularly those in your neck and jaw. When you're cold you tend to tighten those and that can create tension headaches.

Shivering creates movement, thus energy is used so you become warmer when u shiver

The same reason why you get hot when you jog. Your heat rate rises and your blood pumps faster. Your body protects itself from cold by creating movement to increase circulation.