Dear Student,
An ice is a solid which was a liquid and has changed due to the decrease in temperature.However water is still in a liquid form and thus is not as cold as an ice.Ice is at much lower temperature than water. So when ice comes in contact with your body, it extracts more heat due to larger temp difference between ice and your body as compared to that between water and your body.
Due to more latent heat absorbed by ice as compared to water at the same temperature,ice appears to be more colder than water.
Regards.