Why is a sleeping bag so cold when you first get in? I sometimes put a sweater on when I first get up on a cold morning. The sweater isn't so cold against my skin, but the zipper is. I get this. Even though they are both at the same temperature, the zipper is a better conductor of heat. Heat flows more easily from warm skin into the cold zipper, cooling the skin more effectively. 
The reason a zipper is a better thermal conductor is that it is a metal. Electrons in the conduction band conduct heat as easily as electricity. On the other hand, wool is hair - an insulator. 
When I get into a sleeping bag, it is cold like a zipper, even though the nylon and feathers are both insulators. Why is this? 
I saw Stephan Bishof's answer to Could a sleeping bag be warmer if you are naked inside?. He says evaporation plays a role. I am not sure I buy this. It is cold even against dry skin, when you get static electricity from sliding in. 
Is it simply that the sleeping bag is smooth and a sweater is fuzzy? Better contact makes better heat transport?
In summer you can avoid the whole by unpacking your bag when you first get to camp. It fills with warm air, and keeps it warm until night. 
 A: The fuzziness of the surface is the responsible: the sleeping bag has a very smooth surface and therefore comes in contact with your skin in many more points than a fuzzy surface would. Being the thermal conductivity of the air lower than that of the synthetic fibres, you exchange more heat with a smooth surface than with a fuzzy one.
As a matter of fact the filling power of a sleeping bag is given in terms of how much air can be trapped in the sleeping bag filling: thermal insulation is increased in these cases (i.e. when you do not involve vacuum) by the amount of air you can trap between you and the external environment.
edit: of course also the thermal conductivity of the nilon of the inside surface of the sleeping bag plays its role. A fuzzy metal internal surface would be less insulating than a fuzzy one of whool (and would be also pretty uncomfortable ;) ).
A: i have a potential solution but i'm not sure if it's accurate
say you get up on your cold morning, and your sleeping bag, as rightly stated is a good insulator, but because its been there all night, it will have slowly gotten cold overnight, but because it is such a good insulator, it will prevent a lot of heat getting inside, which should keep it cold
