I am feeling cold inside my head (right side in the back) it has been 3 days please tell is it severe problem or not and please suggest some prevention..?

Need to examine: It is not feasible to provide a meaningful opinion without taking additional history, physical examination and may be some tests. It would be prudent to see your doctor and discuss if you may be depressed. Counter-intuitive as it may seem, exercise may help. Start with low intensity exercise such as walking and gradually increase the intensity as tolerated. Drink more water. Wish you good health!

Occipital Neuropathy: It's difficult to PRECISELY diagnose this case except to say SENSATIONS you refer suggest a NEUROPATHY or aberration of normal SENSORY signals from a nerve. In you the OCCIPITAL NERVE(S) may be affected. Since PAIN's not present then, I'd 1st do a neurological HISTORY/EXAMINATION. 2nd, I'd do a metabolic/lab workup & 3rd MAYBE imaging . Track DETAILED symptoms in a diary- VERY worthwhile to do.