Kids don't try this at home!
Have you ever dipped your toe into a very hot bath and felt a flash of icy cold just before you realize that its really burning? After you pull your toe out, you might wonder what causes very hot water to feel cold.
This odd sensation is called paradoxical cold and is caused by the temperature receptors in the skin. There are separate, specific receptors that respond to decreases or increases in skin temperature. If skin temperature drops, the cold receptors fire and if it increases, the warmth receptors fire.
However, if a strong stimulus, like very hot water, can stimulate not only the warmth receptors but also stimulate the pain receptors. These warn us that we are doing ourselves damage, and should take action to prevent it. The strong stimulus can also cause the abnormal stimulation of the cold receptors.
Over-stimulation can cause the confusing sensation of cold, hot and pain, but as long as we're clear about pulling the toe out to safety, paradoxical cold is just another strange trick of the senses.