Why do some people have cold hands and some have warm?
Though I haven't heard of people having warm hands in cold temperatures (unless your using a hot pack or something), there are biological explanations for cold hands.  


  Having cold hands even when you're not in a cold environment is
  common. Often, having cold hands is a part of your body's natural
  response to regulate your body temperature and shouldn't be cause for
  concern.
  
  But if you have persistently cold hands, particularly if accompanied
  by color changes, it could be a warning sign. For example, having cold
  hands could mean you have a problem with the nerves or blood
  circulation or a problem with tissue damage in your hands or fingers.
  If you are outside in extreme cold weather and you have cold hands,
  you should watch for warning signs of frostbite.
  - MayoClinic


Other than frostbite, there are also reports of the Reynaud's disease.

Sources:
Clinic
CNN