How come every time I drink cold water, it makes my throat very sore and irritated? Even tap water bothers me a little. I have to warm my water up.

Sensitive. There is such a thing as allergic to cold. These patients can have swelling on exposure to cold air or water. I would discuss this with your doctor, possibly demonstrating with a cup of ice water. Otherwise, many people prefer their water tepid or warm.
See PCP... Is it only water or does other things bother also? I recommend that you see your PCP and possibly an ENT or Otolaryngologist as soon as possible.
Most likely your. unique personal history & associations. As complex Soul?Mind?Brain?Body creatures sending over 1,000,000 orders/sec brain?body, with similar feedback, primary control is top down more than bottom up. Yet most people, including physicians, focus mostly on body behavior; little on the emotional decision making & underpinning of behavioral choices, much less likely historical bases for solutions.