Originally Posted by
Боб Уайтман Agree. We do not say "I am cold". Literally, we say: "It is cold to me".
First. "Я холодный." or "Я холоден." would be understood completely differently: either you are talking about your temperament (which is possible: "I am indifferent, nonchalant etc."), or you mean your own body's temperature (which is completely odd).
Second. Impersonal expressions of state (like "it's cold, it's hot, it's difficult, it's interesting etc. etc.) do not require any subject in Russian, but always require an adverb (not adjective!). Please remember that. It is the second use of adverbs (along with the case when they modify verbs). So, "Мне холодное" is impossible in Russian, only "мне холодно" is valid. You can even omit "мне" and say just "холодно" ("it's cold" in English).