I am get really cold after I work out. Should I be worried?

No worries. Just make sure you're well hydrated. Sometimes people feel cold after a hard workout b/c they need a little extra fluids and some sugar - especially if you worked out before having breakfast.
Body tempt. Goes up! Exercise raises body temp normally. Caloric burn is actually increased for normally 6hrs. That is unless you are running a caloric deficit. Otherwise, some people feel cold if they are running a caloric deficit, in extreme. It is important to verify if this is " true "chill" by taking your body temperature when you get this feeling. Perspiration can cause a rapid cool down!