Here's some info:
"Cold iron is a poetic and archaic term for iron. In modern usage the term has been most associated with folkloric beliefs that iron forged over a cold anvil could ward off ghosts, fairies, witches, and/or other allegedly malevolent supernatural creatures.
Francis Grose's 1811 Dictionary of the Vulgar Tongue defines cold iron as "A sword, or any other weapon for cutting or stabbing." This usage often appears as "cold steel" in modern parlance.
Rudyard Kipling's poem "Cold Iron", found in his 1910 collection of stories Rewards and Fairies, used the term poetically to mean "weapon"."