The particles in a solid are held in place by strong intermolecular forces, which prevents them from moving very far. However, they can still vibrate in place. The vibrations of the particles in a solid are what cause the solid to feel warm to the touch.
The amount of vibration that occurs in a solid depends on the temperature of the solid and the type of material. Some materials vibrate more than others at the same temperature. For example, metals vibrate more than non-metals. This is why metals feel colder to the touch than non-metals, even when they are at the same temperature.