to be cold
The French word 'froid' is used to describe something that is cold in temperature. It can be used as an adjective to describe objects, weather, or even people's feelings. For example, 'Il fait froid dehors' means 'It is cold outside'. It can also be used in a figurative sense to describe a lack of warmth or friendliness, as in 'un accueil froid' which means 'a cold reception'.
My hands are cold.
In French, instead of saying the body part itself is cold, they say 'I have cold in the body part'. 'J'ai' is the first person singular of the verb 'avoir' which means 'have'.
It's a cold day.
Here, 'froide' is the feminine form of 'froid'. In French, adjectives should agree with the gender of the noun they are describing.