"I am feeling cold."
Translation:मुझे ठंड लग रही है।
Postpositions like को are used only with nouns. For pronouns, you have to change their form instead (that is to say that they are in a different case).
The form of मैं (I) that corresponds to को is मुझे (to me). Similarly, यह, तुम, आप, हम would become इसे, तुम्हें, आपको, हमें and so on.