In general, a number of factors can come into play, it depends on local circumstances:
Cloud cover - clouds can act as an insulator and retain heat between them and the Earth's surface. Open skies allow heat to escape; particularly during the night.
The presence or absence of cold fronts - as their name suggests, cold fronts bring with them cooler weather conditions and sometimes rain and storms.
The movement or non movement of high and low pressure system - high pressure systems tend to produce calm conditions with uniform temperatures, whereas low pressure systems can be chaotic, bringing variable temperatures and conditions. The proximity of low and high pressure systems to each other and the pressure differences between the two can affect wind speeds and directions.
Without any additional information in the question, in your situation I am guessing that during the first night, your location may have been influenced by a high pressure system. As it moved, air from a cooler region was brought in by the wind and cooled your location. Such cooler regions can be arctic regions or oceans, possibly even the great lakes of north America.