When putting (japanese) mintoil on the skin it produces a cool feeling.
You can experience this, when adding it to your bath or using a spray with mint oil on your skin. The cool feeling occures even if the actual temperature of the spray or bath is quite warm.
Where does this sensoric impression come from?
Anything related to mint usually contains menthol. What does it do? It triggers the TRPM8 ion channels, causing your skin's cold receptor to become sensitive, and causing it to overfire.
This causes the brain (receiving cold signals from skin) to feel cold, and that's why you feel cold.
I have summarised it in a few sentences, but as with any scientific discovery, it took quite a few years to fully understand what was going on. NCBI have summarised this quite nicely over here (http://www.ncbi.nlm.nih.gov/books/NBK5238/)
