When I come home from the gym I am freezing no matter how many blankets I have on or the room temp. Why is this and what can I do to stop it?

No fuel. You could be reacting to having used up all the available fuel in your body, try eating something, especially something hot, such as soup, and drinking something hot, like tea or hot water. Drink lots of fluid also, as you may be dehydrated, and that makes it worse. If this doesn't help, please see your doctor for an evaluation.