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Sorry this must seem like a very basic question but I keep reading this phrase everywhere and I don't actually know what it means.
What is it, and do you have any tips for it?
A cold approach is when you approach a girl with the intent of attracting her. "Cold" means it is a girl whom you have no prior knowledge of or contact with. She is a stranger to you. Where as a "WARM" approach would be someone you know, an acquitance, a friend of a friend, etc. In this case you are approaching a stranger with the intent to pick her up.
Yeah there are tons of tips for the cold approach openers and pickup. I would start with the openers section of the forum.