Recently been diagnosed with ms. is it normal to have frequent chills and to fall asleep during normal activities like driving?

No: No, these are signs of fatigue and possible infection or exacerbation of disease. See your neurologist.

Sleep disorders: Not uncommon to experience a sleep disorder with MS lesions in critical areas. Would suggest you get this addressed in view of obvious risk factors. The chills and coldness could be paresthesias associated with MS, but might represent thyroid problems and need to be assessed.