metal conducts heat faster than wood. which means the metal conducted heat away from your hand (or whatever it is) faster than wood.
Explanation:
just because they feel warm/cold doesn't always mean that it is warm/cold. if they both were sitting at room temp for a long time, then both will eventually reach the temp of the room. even though they are the same temp the metal will feel colder than the wood because of the thermal conductivity of the metal compared to the wood.