Indeed when two objects are placed in a room, there'll be flow of energy between the objects and the air in the room until all of them are at the same temperature. So when a person touches a metal that has been sitting in a room and it feels colder than a plastic bag at the same temperature because the moment he touches the metal, which is a good conductor of heat, it immediately starts conducting heat away from his hand leaving his hand with the sensation of "coldness". However when you touch a plastic, a poor conductor, it does not feel as cold because it is conducting very little heat from the hand.
A physical property is an aspect of matter that can be observed or measured without changing it. A chemical property may only be observed by changing the chemical identity of a substance.