I hurt my toe by dropping something on it an now iy just feels really cold?

Toe injury. It is only cold? Any associated pain? Any change in color? I would check with md asap as sometimes you get an associated injury that affects the blood flow and this could be serious.
Nerve injury. I am assuming its been some time since the injury. In that case it is most likely that the impact resulted in nerve injury that is giving you that cold sensation. Injuries like this simply need time for the nerve to recover which can take months to a year and a half. There is a possibility of permanent damage.