A meteorite screams through the sky as a fireball, glowing white-hot, so when it lands it must be a sizzling lump that scorches the grass and burns anyone who touches it. Every film with a falling space rock shows it smoking in a crater. Hot entry, hot landing.
Plenty of freshly fallen meteorites are cold, and some arrive with frost on them. The dramatic fireball happens high up, where the object slams into the upper atmosphere at tens of thousands of kilometres an hour and its surface gets blazing hot. But only a thin outer skin heats up, and most of that glowing material ablates away, peeling off as it goes. After that fiery phase, the surviving rock enters 'dark flight', falling for a minute or more through cold air that strips the heat off the surface. The interior was sitting at the deep-freeze temperature of space and barely warms at all on the way down. Recovered stones are often merely warm, sometimes cool enough to frost over from the chill inside. The crater-side smoulder is movie shorthand. The real thing might give you a cold lump in the hand.