It is fairly unlikely that one side of your body would feel warmer to you but that this would not be noticeable to someone examining the two sides of your body. In other words, there are medical reasons for one side of the body to feel warmer than the other, but this should be objective and detectable. Therefore, if your doctor
cannot appreciate a difference it is unlikely that this is something you need to worry
too much about.
One potential causes of having a body part be warmer than other body parts is an infection. When an infection sets into the skin or other soft tissue structures of, say, an arm or leg, this will cause an increase in blood flow to the region as the body tries to fight off the infection. This will cause the affected part of the body to feel warmer. Usually there is also redness and pain, however.
Another potential cause would be decreased blood flow to a body part, from a blood clot or problem with the arteries. This would make the unaffected body part seem warmer by contrast.
I suggest that if you continue to have this symptom that you go see your primary care doctor
in order to be reassured.