Hi,
What you need to ask yourself is if the day is 'little' or the cold is 'little'.
Little and cold are both adjectives, so they are both describing the day. That sounds a bit strange - how can a day be little?
If you want to say that it was not very cold, you need to use an adverb to modify cold. As someone else has suggested, 'slightly' would be a good adverb to use, but you could also use 'mildly'.
I hope that helps!