I am a diabetic and excessive sweating is a sign of diabetes/high blood sugar. IF you are concerned you should always run your concerns by your pediatrician, of course. And, that is easily enough tested for. Maybe there is too much sugar in your child's diet/formula/extra things you may be feeding him... juice?... kool-aid?... fruit?...carbs (in baby foods)?...
I raised 5 kids and 1 of them was like you mention. He couldn't handle temps. above 70 degrees. I am the same way. That is a great clue for mothers...your baby feels much the same as you do!!! They spent 9 months inside of you with their comfort zone being what was comfortabl for YOU. Fuzzy booties and blankets and hats are "cute" but may NOT be necessary for YOUR baby. Heavy nightwear may not be necessary. Maybe your home is warm enough that your baby is comfy in just a t-shirt or thin night shirt. Dress your baby the way YOU would be comfortable. Do you sleep with your feet outside the covers? I do...and my child liked that too... Our hands, feet and heads are good indicators of our internal temperature... if they are cold, we are cold.
Disposable diapers/plastic pants (the plastic/rubber/elastic in them) can cause the generation of heat for the baby/child, too. I had to use corn starch in my kids' diapers (we lived in TX) to prevent excessive sweat and severe diaper rash/yeast infections... gently RUBBED onto DRY skin and NOT shaken in the air so as to get breathed into lungs! Desitin and other such ointments do not allow skin to breathe, either.
Another thing... the mattress on the crib (plastic?)...Do you have a cotton/quilted mattress pad between the mattress and the sheet? Without one this can be a HOT bed!
Sometimes, my kids got to run around (or in the case of one not walking...lay around) with no diaper so their skin could breathe.
Oh, and wet hands (from sucking) become clammy/cool when exposed to air. It may be just as simple as that :0) Make sure you keep them as clean as possible, though, so no bacteria causes infections etc.
Don't worry... more than likely what your gut tells you will be right for your child... listen to the "mommie" inside you and relax... it happens to us all on the 1st baby or whenever something new that we do not understand happens.
This is a great site for young/new mothers to get wise advise. I wish I had had this when I had mine... I had nobody to ask. :0)