The cold sensation on my face brings me comfort. This stems from my infancy. I had a Jammie Pies doll made by Fisher Price. I called him Jammie Pie. His little buddy was Binky.
Jammie Pie had a face made of some sort of plastic/rubber mix. Due to this material his face was always cool in temperature. I would hold his cool face up to my little cheek and be soothed into a sound sleep. If I ever woke up in the middle of the night the cool comfort of Jammie Pie's face against mine would calm me and send me back to sleep.
I still have Jammie Pie but I am usually able to find comfort in the cold side of the pillow. I just need a cool sensation against my cheek.