Feeling Minnesota??

I know its a movie, and I know that Chris Cornell sings it in the Soundgarden song "Outshined" ("I'm lookin California, but feelin' Minnesota, oh yeah") Can one of you enlightened Americans explain to me what this means. (From the context I would think it means either feeling 'cool' or feeling depressed, but thats just a kiwi point of view!!) Spank you very much

He sings it that way because he's cold. He was on a tour and Minnesota was the coldest place he's ever been. That's all.