Sensations during astral projection are unique to everyone. Common tropes include hot/burning, electric/tingly, cold/wet ...
Sometimes, when you're completely immersed in your projection, you can experience the same sensations your astral body shares as it traverses the plane. Sometimes, the sensations don't correspond to the circumstances of your session, but that's normal too; the plane works on nonsense logic. You could be freezing cold in a desert, or sweltering hot at the top of Mount Everest!
As long as you aren't in pain, there's nothing to worry about.