It is generally safe to have sex during the first trimester of pregnancy, even if you're feeling cold. However, it's important to listen to your body and prioritize your comfort. If you're experiencing any discomfort or concerns, it's best to consult with your healthcare provider. They can provide personalized advice based on your specific situation. In most cases, as long as there are no complications or medical conditions that would contraindicate sexual activity, having sex while feeling cold should not harm your baby. Remember to communicate openly with your partner about any discomfort or changes in how you feel during intimacy.