The sudden cold drink hitting the roof of the mouth causes capillaries in the palate to constrict and then dilate very fast once the cold drink has passed. The sudden dilation of the capillaries is sensed by pain receptors that communicate with the brain via a bundle of nerves that connect to pain sensors in the face. The brain then interprets the signal as being pain in the region of the forehead.
If it happens to you, try warming the roof of your mouth with your tongue, the underside of your tongue will be wrmer than the top side.
To prevent it, don't drink so fast or in such huge gulps.
