Having cold feet is a way of saying you're scared or anxious about something planned. Cold feet can prevent you from completing a goal.
You know how sometimes the bride or groom run away during the wedding ceremony? The runner got cold feet. This doesn't mean their feet were literally cold, but that they became filled with worry and anxiety over their decision. They second-guessed themselves and panicked. People often get cold feet in high-pressure situations, or when they're on the verge of following through on a plan. If you don't have cold feet, you're relaxed and confident in your decision.