If you drink water after chewing gum you feel icy cold even though the temperature of the water may be normal. Even when you draw in air you get a cooling sensation. This is just a trick which is played on our brain.
A protein called transient receptor potential cation channel subfamily M member 8 (TRPM8) is present in the sensory neurons of our skin and mouth. It is an ion channel which allows the movement of ions across cell membranes. When the temperature in your surrounding drops, TRPM8 allows charged sodium(Na+) and calcium (Ca2+) ions to enter the nerve cells which causes a change in the electric charge. This in turn causes the neurons to send a signal to the brain which interprets it is as cold.
TRPM8 not only responds to the external temperature but also to menthol which is an organic compound present in chewing gums and peppermints. The menthol binds with TRPM8 bringing about similar changes caused when exposed to cold. It essentially fools our body’s perception to temperature creating a kind of illusion. The effect of menthol remains for some time after we have finished chewing the gum. So, if we drink water immediately after chewing gum, it feels way colder than it actually is.