In general gases consisting of single atoms, i.e., the noble gases are much poorer heat conductors than molecular gases. The reason is that if a molecule hits another molecule or a hot wall its internal states, usually vibrations, can get excited. In other words, they pick up a little energy and if they then encounter another molecule or a cold wall, this energy can then be transferred to the other molecule or the cold wall.
This mechanism does not exist for noble gases and that is why noble gases are preferably used for double glass windows. In that case energy can only be transferred by a change in velocity during collisions. Air, which consists of nitrogen and oxygen is less well behaved. In particular the water vapour in wet air can spoil the insulation properties.
In general, the more complicated the molecules, the more vibrational degrees of freedom they possess, so the more energy they can pick up. This possibility of picking up energy plays an important role of global heating.
Short answer:
The thermometer measures actual temperature (which is the same for both), while your hand measures the transfer of energy (heat), which is higher for the pot than the air.
Long answer:
Keyword: Thermal Conductivity
The difference is a material-specific parameter called thermal conductivity. If you are in contact with some material (gas, liquid, solid), heat, which is a form of energy, will flow from the medium with higher temperature to the one with low temperature. The rate at which this happens is determined by a parameter called thermal conductivity. Metals are typically good heat conductors, which is why metal appears colder than air, even though the temperature is the same.
Regarding your second question: the thermometer will show the same temperature. The only difference is the time at which thermal equilibrium is achieved, i.e. when the thermometer shows the correct temperature.
Final remark: the rate at which heat (energy) is drained from your body determines whether you perceive a material as cold or not, even if the temperature is the same.
For reference, here is a table which lists thermal conductivities for several materials:
Best Answer
I suppose you might think of the ice cube "adding cold" to the system, but by convention, we typically discuss these matters in terms of heat. If cold was an inverse of heat, we might say that removing heat from a system is the same as adding cold, but in order to be parallel with the scientific community, it would be wisest to say you are "removing heat."
Recall that two bodies in contact will wish to reach thermal equilibrium. So, by adding a cold ice cube, the higher amount of thermal energy in the hot coffee will begin to "leak" into the ice cube, which has a very low amount of thermal energy. These two systems will attempt to reach a thermal equilibrium, when the water from the ice cube and the coffee have the same amount of thermal energy.
Over time, the coffee will also lose thermal energy to the air as it heats up the immediately surrounding air.
The spoon is a the same story. Since it was initially cool (let us assume room temperature), it will be receiving thermal energy from the coffee (which has more thermal energy) and begin heating up. Assuming this spoon is metal, it will be a nice conductor of this energy, and the whole spoon will likely heat up easily. Due to this increase in thermal energy, the spoon would become hotter.
We could say that by becoming hotter, we "removed cold" from the spoon, but again, that is against general convention. We generally speak in terms of heat.