I have met a few people like me who are always warm to touch even in the winters. With people sitting close often inquiring if I have a fever. Why is that? and Is it normal?
For a constant basal metabolic rate, then those with relatively smaller body surface areas will feel warmer than those with high body surface area. This is because with a higher BSA the body has to shut down more of the surface blood flow to conserve heat and thereby ensure a constant core body temperature.
In addition, larger animals usually have a smaller surface area relative to their body mass and, therefore, are comparatively inefficient at radiating their body heat off into the surrounding environment. The relationship between surface area and volume of objects was described in the 1630's by Galileo. 1
But on top of this men have more muscle mass which generates more heat and this needs to be lost by increasing blood flow to the skin. So, this explains why women are so cold.
A 1998 study found that women's average hand temperature hovers around 87.2 °F, while men's averages 90 °F 2
This question should be migrated to Physics SE. since this is mainly about thermodynamics and has nothing to do with health. This is fairly simple, it depends on your metabolism. We call it Basal Metabolic Rate (BMR). Before your question was edited by Carey, you said that your palms are mostly sweaty and having a hard time sweating while working out. Muscle mass play a key role to your metabolism no doubt. You will also feel "warmer" when your blood vessels near the surface of the skin. In addition, during cold climate your blood vessels will constrict to conserve heat and vice versa.
This may not be the answer you are looking for if you are only interested in a (Western) scientific explanation, but I would suggest reading about the practical life science of Ayurveda, which determines 3 'doshas' or body types, based on an elemental world view.
You may find the detailed explanation from Ayurveda (take an online dosha quiz for quick results, and then read more deeply) a more practical and actionable set of information than Western medicine would provide on this particular question.
Woo-woo / new age disclaimer. I am not into either of those realms particularly. However, I mention that because lots of people have a hard time distinguishing Vedic Science and actual Yoga from all the hippy hocus pocus being peddled around, especially in America :)