Question

why does an ice cube melt when you hold it in your hand

Answer 1

because of heat of the body it melts

Answer 2

The temperature at which water is solidified is 0°C. The state of ice is maintained as is it kept in freezer where the temperature is between -5 to -18°C. But as soon as the ice is kept in hand, the temperature of the surrounding(room) is obviously greater than 0°C, hence heat exchange occurs until the temperature of the ice(presumably water) is maintained to that of the room's. However if you are in a region where the temperature of surrounding is LESSER than 0°C the solidified water will remain ice.