A cold steam radiator can be from bad radiator steam air vents or the radiator pitch is off not allowing the water to drain from the valve.
The first thing I recommend is to change the steam air vents on the cold radiators. In a large two-story system, I install better quality vents on the radiators that are farthest from the boiler. Steam air vents come in many shapes and qualities.
If that does not help, place a level on top of the radiator. The valve side of the radiator should be about 1/8-inch lower so water can drain out. I used furniture caster cups with metal washers to correct the pitch of some of the radiators.
My last home had steam heat and it was very even and comfortable heat, at least when everything was working properly. Contrary to what you may think about steam, the heat is very dry but that issue can be addressed later.
A typical one-pipe steam boiler is a very simple mechanism for heating a home. It has a boiler that is about half filled with water, which can be checked by a sight glass mounted on the side of the furnace. When the thermostat calls for heat, a burner fires and boils the water. The steam created by the boiling water expands through the piping system to all the radiators.
On the radiators is a steam air vent at the top and opposite the side of the shut off valve. It allows air to escape but stops when steam makes contact with it. The vents will hoot and clack as air rushes out during the heating cycle.
Once steam has reached all the radiators, pressure in the system will build and the boiler will shut down until the pressure drops or the thermostat is warm.
As the steam condenses in the radiator, it gives off heat and turns back into water. The water drains out of the radiator through the same pipe as the steam. This is important to know because if too much water is in the piping or the radiator condenses the steam before it gets to the radiator.
An addition in my old house had settled so bad, the lateral pipe in the basement feeding that room was pitched downhill going to the radiator. It held enough water so that the radiator did not even get warm. To correct that problem I had to shorten the vertical pipe to the radiator so water in the lateral would drain back to the boiler.
I wondered why the 90 year-old house I had just purchased had cake pans on all the radiators. It seemed to me that steam heat would be very moist and not require additional humidity. Boy, was I wrong. Unless there is a leak in the system, very little moisture leaks out into the living area. For a year, I kept filling the bread pans with water every evening to keep some humidity in the house. Eventually, I installed a console humidifier with an auto fill valve so I could put the bread pans away.