Temperature is important in the drinking of any beverage because you'll get a more pleasurable drinking experience. Some people find that heated beverages cause them to lose some appealing flavor and aroma molecules, while cold can mitigate this effect.
A recent study published in Food Quality and Preference found that drinking ice-cold drinks such as cola, orange juice, and lemonade releases chemicals called trigeminal nerve stimulants (think chilli), which increases levels of positive feeling hormones such as dopamine. This physical response triggers an emotional response - reducing fatigue for example or increasing alertness - which makes you feel better than before. Drinking cold alcohol too enhances its pleasurable effect on your brain because it dilates blood capillaries under the skin.