Question

Explain why a soda can feel cold when you take it out of the refrigerator.

Answer 1

When the cold can is touched the heat from our skin transfers to the cold can. 
Then we lose the heat from our body, we feel it as less heat (cold).

Answer 2

First of all, the soda is chilled already.
So that makes a difference.
Second, our body is already warm and heated.
So when it (the soda can) makes contact with our skin,
Our body gives away some heat, thus making us colder.
Another example: our hand is tranferring heat (fast moving molecules/atoms) to an object with slow paced molecules/atoms. Your hand is giving away energy, to an object with less energy. So you feel colder.