During a dream with feelings of a cold sensation that runs through your body during your sleep is an indication of several different factors including sleep paralysis or something spiritual which usually occurs during the deepest stage of sleep known as REM. The feelings during this stage may be associated with total paralysis such as the feeling that a spirit is holding you down against your will sends chills through your through your body feeling the cold sensation. This eminently appears in individuals when they are in the deepest stage of sleep and the conscious brain awakes before the nerves of the body.