May is a great time. We go almost every May.
It's not like August! It won't feel that hot, and in fact there's a chance you'll need a light jacket after the sun goes down.
It probably depends more on where you're coming from as to how it feels. If you've just gone through a bitter cold winter, and still have a little of that insulating winter fat on, it'll seem warmer to you. If you're coming from a more temperate area, it's great.
Keep in mind the humidity is still pretty low (unlike August, as mentioned), so the higher temperatures don't have the same feel to them.
Go out West to Arizona and 95 degrees is downright comfortable. But I'll admit, when it gets to 110 degrees, that's hot.
Likewise WDW in May, even if it's 90 degrees with 60% R.H., it feels just fine.