A group of particles with a lower value of kinetic energy than your hand's molecules would feel

Cold

Explanation:

Particles with lower kinetic energy than molecules in hand would feel cold.

This is because of thermal conductivity, in which hand's molecules with higher kinetic energy will be hot and transfer their energy from higher kinetic energy to lower kinetic energy that would feel cold. Due to high kinetic energy of hand's molecules, it will transfer heat faster to lower kinetic energy particles and a cold sensation will be felt.

Hence, the correct answer is "Cold".

it would be a gas formation