What makes some objects feel colder than others at the same temperature

They have good thermal conductors

Explanation:

they easily transfer heat to colder objects or absorb heat from warmer objects. Your skin can't actually detect the temperature of other objects-it only senses its own temperature. When you touch a piece of metal that is colder than your hand, your fingers rapidly lose heat and feel cold-and the opposite happens when you touch metal that is hotter than your hand. Thermal insulators like plastic and wood don't transfer heat as easily.