Why do some objects feel colder than others at room temperature?

Items that are poor conductors of heat are also referred to as insulators. A natural insulator would be a block of wood. Insulating materials will feel "warmer" than good conductors of heat, in the following example.

The opposite of insulators are good conductors of heat. An easily found good conductor of heat would be a copper pipe or iron bar.

Assuming your hand is at about 90 - 98 degrees F, and the material you are going to touch is cooler, at "room temperature" of about 70 degrees F.

If you touch a good conductor of heat (the copper pipe, a ceramic tile, a piece of steel) it will feel "cool" to the touch, as heat from your hand is transferred to the material you are touching since it is a good conductor of heat, so your hand actually is cooled down (due to the heat transfer.)

If you touch a poor conductor of heat (a block of wood, some fiberglass batting, a wool sweater) it ll feel "warm" to the touch (as compared to that copper pipe.) The reason? Since the block of wood is a poor conductor of heat, less heat is transferred from your hand to the wood...so your hand is not cooled down as much from the heat transfer as when you touched the copper pipe.

Although the wood block and the copper pipe may both have actually been 70 degrees F (room temperature), the copper will feel cooler than the wood.

The opposite is also true if the item being touched is hotter than your hand. If you touch a good conductor that is heated to 120 degrees F it will feel hotter than a poor conductor of heat (a wool sweater) that is also at 120 degrees F. The good conductor will shed heat, transfering the heat energy to your hand and creating a burning sensation. The poor conductor of heat will not transfer as much heat energy to your touch, so in comparison it will feel cooler even though it is the same temperature.