It is usually caused when you do something worth deserving that amount of ignoring such as date raping them, completely disregarding their needs, and, but not limited to, abusing their attributes for your own bitch-ass needs.
Or when you try to talk to someone but they just walk away or turn their back towards you.
"Dude, stop giving her cold shoulder just because she dumped you."
"Megan, why are you giving me cold shoulder? All I did was beat up your dad.... and murder your mom.... and rape your little sister.... thats nothing to be mad about. You know I still care about you right?"
2. A reference to Lord of the Rings, when Frodo Baggins is stabbed with a wraith's sword in the shoulder. His shoulder becomes cool to the touch.
2. Gandalf: Why's this nigga, Frodo, layin' here like he fuckin' got stabbed with a wraith's sword?