Translation:I think I have a cold.
"Desu" is the real culprit here. It is peculiar to modern Japanese, or at least it doesn't exist in classical Japanese. Some think it developed from "nite aru" or "nite arimasu." It is pretty much limited to sentence final position. "Da" is the informal affirmative. Both "desu" and "da" roughly mean "is" but be aware that they are not copulas like those in indo-european languages. "To" can be regarded as a particle that indicates some connection to a verb. Among other things it marks the end of a quotation.