I'm not a medical professional but I am speaking from years of experience with cold suffering and my trial and error to end it. I even cured my own Reynauds syndrome through elimination of bad actors (Reynauds is an overreaction to cold restricting blood flow to the core body/vital organs and leaving your toes and fingers numb, yellow and useless.

My advice is based on what you consume daily, as this affects your body massively. Cold feeling is the start, your sensitivity could be a sign of long-term problems you can help solve now.

Firstly, if you smoke stop straight away. Nicotine limits blood flow to the extremities and over time damages nerve cells starting at the tips of your limbs, meaning blood flow will be reduced and you'll feel colder no only when smoking but also after years of smoking. This changes rapidly when you quit and gets better over years too. I used to be a smoker.

Secondly, sugar. Sugar has the same effect as nicotine on the nervous system overtime, I'm talking your high fructose garbage foods and sweets. Basically anything sweetened unnaturally that isn't whole fruits and berries (i.e. eaten with natural fiber). It's a common sign of pre-diabetes to have poor circulation in your limbs, in the worst cases of obesity/diabetes you'll lose those limbs, which is also what happens to life-long smokers.

Thirdly caffeine. Caffeine affects bloodflow too in a different way but much more immediately for the half life of the amount consumed. I used to drink a coffee (most powerful) and literally feel my body starting to get cold, then I'd shiver at my desk all day on a sunny May afternoon. The less you drink the better this affect gets just like the other two.

Lastly, cold exposure. Research ice baths, open water swimming, or ice bathing for hands if you want to start small, hell just start ending your daily showers on cold for a minute that'll begin the process. Whim Hof and other breathing techniques, as well as pre and post-exposure work outs or food are a must, this last bit is harder to do but will go a great way to recalibrating your bodies overreaction to the cold and seeing off any remaining problems. I now take daily ice baths and and typically feel the warmest in the room at work/home/out.

All of the above is basically my life story of the last five years (32 now), not only to feel warmer but also to combat the negative effects of pre-diabetes, obesity, brain health decline, emotional mood swings, mental health depression that I built up in my early 20s making poor choices. Try each one at a time and feel how your body reacts, it all stats will self awareness.

EDIT: weight is a huge factor. Fat people run hot (unless they have the symptoms above), slim people tend to feel chill. I'm slim so I can't spend as long in an ice bath or cold pool as a fatter person, but that's natural. Fat is a natural insulator. So if you're skinny keep this in mind.