I should have googled first, I guess, but I did it after I read @efie 's answer. I found http://forum.wordreference.com/showthread.php?t=276563 and it explained that "mir ist kalt" is more like saying "it is cold to me" and that this and other phrases involving feeling and impressions often take this reflexive form.

I should have googled first, I guess, but I did it after I read @efie 's answer. I found this and it explained that "mir ist kalt" is more like saying "it is cold to me" and that this and other phrases involving feeling and impressions often take this reflexive form.