It means their feet got cold because it was cold outside, it's the literal meaning in this case.

Hi , I can give you an opinion as non-native speaker First of all "cold feet" does not really mean "nervous" but "frightened": as because of scare, the blood does not reach the limbs( source : http://dictionary.cambridge.org/it/dizionario/inglese/get-cold-feet ) 1) So it should mean: --- I was too scared to really go around and hunt. 2) But "cold feet" also has a legitimate literal meaning -- because the moist and cold soil of a forest make the feet wet and cold. Therefore I think it's irony expressed through a pun, implying both the meanings: --- "I just could go around without really concluding something. // I did not really enjoy hunting"

Hello, Yes you are right the expression 'cold feet' can be used metaphorically to mean 'become nervous about something'. However, in this sentence the speaker is using it literally, he really does have cold feet. Meaning he went hunting and didn't catch any animals, the only thing he gained from his experience was getting cold feet. I hope this helps. Christine