Shelley Stakepool Exercise Sheet 4 confusion over delegation certificate

[willcbanks]

'Shelley Stakepool Exercise Sheet 4'
has:

5. Delegate some stake from your personal address to a running stake pool. Again, there is a dedicated CLI command for this, but we will use the basic transaction mechanism.

First create a delegation certificate, delegation.cert. You will need to provide the verification key file for the pool that you wish to delegate to. This should be a running pool. one that IOHK is running, or one that a friend is running).

cardano-cli shelley stake-address delegation-certificate
--stake-verification-key-file stake.vkey
--cold-verification-key-file cold.vkey

Can someone clarify:
the stake.vkey is for the the remote pool, but the cold key must be from my own pool?
why would I be providing the cold key from my own pool, to delegate to a remote pool? it seems incorrect.
Surely, i would only need to provide the cold key for my own node, if i was creating a delegation certificate for my own node? not for a remote node?

This exercise is probably one of the most important as it involved creating raw transactions with large amount of funds, so it's a unfortunate that it is the most confusing part of the tutorial.