Say you have two identically-weighted boxes of materials, same size, both solid, both the same temperature. The only difference is that one is made out of metal and one is made out of plastic. Why does the metal feel hotter on your hand?
Because it IS hotter — where you're touching it.
When you touch a hot surface, heat flows from the surface to your hand. This both heats your hand and cools the surface. When the surface is made of a material with poor thermal conductivity, the spot where you touched it remains cooler than the rest of the material because the heat cannot flow in fast enough to replenish what was lost.
With the metal (material with high thermal conductivity), the heat flows faster and the spot where you touch it stays hotter (higher temperature).