I wake up every morning feeling very cold... Why?

This happens to me too. It occurs (at least in my case) because I have a serious vitamin d deficiency and bad circulation. So when I wake up after not moving around for the night, it takes quite a while to get moving and warm up. I have learned to sleep with a hoodie next to my bed stand so I just put it on first thing when I am awake. To address the vitamin d deficiency I got a prescription for vitamin D supplements 5,000IU which I take once a week but more than that, I go and eat breakfast (which includes fruit juice and something with a lot of carbs usually whole wheat toast). All those things get me back to normal about an hour or so after waking up. So, if you have bad dietary habits, that may be the first thing here that you need to change. It can make a big difference in how you feel.