In atomic level, hot object literally means particles with high kinetic energy. So even if yodu are able to touch them,(if you become microscopic!), you will gain some part of their energies. The object loses energy and you gain energy. This happens until you attain thermal equilibrium.
At microscopic level the kinetic energy of cold bodies is much lower when compared it with hot bodies.
This is the fundamental different between Hot and Cold body at microscopic level .