Group answer : Heat means higher temperature which leads to faster movement of particles of kinetic energy in the body. When you enter an air-conditioned room, you will feel lose heat and the kinetic energy in your particles will slow down, thus feeling cold. The heat will be transferred to the air-conditioned room.
My answer : After work on a hot day, you would feel hotter than usual as thermal energy causes faster movement of the molecules in your body. However, when you enter an air-conditioned room after that! your body would come in contact with molecules which are moving in a slower movement as it is colder inside which slows down the molecules. Thus, thermal energy would be transferred to the room and you would lose thermal energy, thus feeling cold.