are you on any medications? blood thinners will make you feel cold
Have you had your iron levels tested? Your thyroid tested? Your B12 tested? Deficiencies in iron and Vitamin B12 can cause you to feel cold. An under active thyroid can cause the same thing.
The muscle pain could be lack of magnesium, but the cold? Who knows? Your muscles are on the inside of your skin, so how do you know they're cold? It's the skin covering that must be feeling cold. That would indicate circulation problems, or it's just the way you are. Might be time for a physical to see if you have circulatory problems.