It's not a hot war without guns.

The cold was was very different from other wars we've seen in history for one simple reason: in other wars, you try to take down the enemy's people. In the cold war, countries tried to build up their own people. While it may seem like it amounts to the same thing, it really is quite different because there was not an emphasis on who had more powerful weapons or who had a stronger military. It was who could attract more people to their side and way of government. That being said, strength in numbers is the idea behind every war, the cold war just took a different approach.

Personally I think it was smart that the USSR and the US really took some time to think about what would happen if they started firing weapons. They knew that one gunshot would lead to a bomb which would lead to a nuclear bomb. And after two world wars in one generation, starting a nuclear war would just be pretty stupid.