My CPU's hot but my core runs cold
Both “CPU” and “core” refer to a computer’s processor. The reference to temperature is a double meaning. The first, “hot”, is meant figuratively, as in “attractive or desirable”. The second, “cold”, is meant literally; a processor that is “running cold” is barely exerting itself (processors generate heat as they work).
He’s saying that his computers can perform multiple actions without overheating
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