How well do you actually know it? One of the interesting things about temperature is that you can't trust your sense of touch. Notice how you can feel a piece of metal or glass in a room (at normal temperature 70 F) and it feels cool? It's actually the same temperature as the air! It's actually quite a tricky concept.
Temperature is measured by the average kinetic energy of particles in a given area at thermodynamic equilibrium. What this means is that the system or object one is measuring must not be subject to temperature changes at the time, i.e. something taken out of a refrigerator and put into a warmer room. It can be measured if your time interval is infinitely small, otherwise its temperature is constantly changing until it reaches equilibrium with its environment. Kinetic energy is the rate at which the particles in a system are moving. This is difficult to accept as you can imagine, because one doesn't think of iron atoms jumping around.
So why do things like glass and metals feel much cooler when you touch them? It is due to how packed together the molecules are. Think of it as if you are touching exponentially larger amounts of molecules than when your body touches air. Touching all these molecules at once makes heat transfer from your body to the glass very quickly. This sensation of heat leaving your body (to bring the other body into thermodynamic equilibrium) very quickly provides the feeling of cold. There are much fewer molecules flying around in air than in a solid. So, on a planet with a thicker atmosphere, heat would be transferred from or to your body much quicker. Of course, it also depends on how different the two temperatures are. A metal at 0 F will feel extremely cold and the rate of heat transfer will be much faster than one at 80 F. It also works in reverse with hot metals, as you all might have noticed.
Another thing to think about is touching a pool of water with your hand. It feels relatively nice. Then you jump in and are shocked by how cold it is. This is again because water is much more tightly condensed than air, and your body is losing heat much faster than standing in the same temperature air. The amount of water molecules you are touching with your hand also provides the temperature to not feel too bad, but your entire body submerged will lose heat much quicker.
Hopefully all of that is clear! Thanks for reading