system
Given the following post, respond as if you're commenting on Reddit:
human
ELI5: How does icey-hot work?
gpt
Creams like icy-hot (cf Bengay, Deep Heat, etc.) have menthol in them, which is the same stuff that is in mints – which is why it sort of smells like them. Menthol is a chemical, and chemicals can cause reactions in our bodies if they latch onto special nerves.

The nerve endings that menthol can latch onto (which some scientists unhelpfully named TRPM8) have been proven to help us detect cold temperatures. Normally they work by the body making its own version of Menthol whenever it feels cold, but by putting pure Menthol on them it makes it feel REALLY cold.

Now, the second bit is a bit trickier to explain, but is basically the same way. Another chemical in the cream, called Methyl Salicylate, gets broken down by the body to make Salicylic Acid, which acts a bit like Aspirin. One of the things that Aspirin does is to open up your veins to let lots and lots of blood flow through them. This is the same thing that happens when you blush, or go red-faced, and if you touch your cheeks when that happens they're hot, right? That's where the heat comes from.

Edit: apostrophe's go where?