I woke up with pain in my left side of my calf and my entire leg was freezing cold. What can be the cause of it?

Most likely... Is that it got uncovered and exposed to room temp air for awhile. Absent any numbness/ weakness/ tingling, it is less likely anything neurovascular, but if it "visits" another morning or two, then worth having your dr look you over.
Clot. Could be a blood vessel obstruction. It sounds like you should get to a doctor or emergency room asap, like now. If it's an artery you want it fixed if possible so you don't lose tissue.