@nekoyama @Superpnut
Adding to nekoyama answer, the ありません comes from the negative polite form of the ある.
In other words, with verbs, you simply attach ない to the stem, while for いadjectives you technically attach the negative form of ある.
It all comes way back to classical Japanese, where いAdjectives were called く adjectives. Unlike now, where い of いadjectives conjugates (which is fairly simple) the copula あり (similar to だ and です which are modern copulas, that is words linking predicate to the subject, putting it simply “to be”) had to be added to くadjective so:
Adjective: (寒い cold (weather)
Now: 寒い
Classical Japanese: 寒くあり (isn’t it complicated? Japanese thought the same, so it was replaced with い eventually)
Fun fact 1
By the way, ある is the attributive form of the same あり (the form used to describe/modify nouns).
So, to make a negative form in the past we had to attach suffix ず
Fun fact 2
ず attributive (noun modifying form) was ぬ、which likely evolved to modern ない, though there are also other likely etymologies, like evolving from 無し or even both at once. Leaving all that, ず was replaced with ない.
Adjective: (寒い cold (weather)
Now: 寒くない
Past: 寒くあらず
Fun fact 3
By the way, くあり was often contracted to かり which given birth to other expressions like から (because)
Do you see similarity with the 寒くありません?
Verb (死ぬ to die)
Now: 死ない
Classical Japanese: 死なず
So as you can see, the ず was replaced with ない eventually. The verbs never had あり attached to begin with so that’s why we simply have 食べません instead of 食べありません.
But we should get 寒くあらない, not the 寒くない, isn’t it? What happened here?
To put it simply, the whole あらず merged to ない (likely because it was much easier to pronounce).
However, in the polite negative form, the あり still remains, like a fossil, a reminder of the past.
So this is why we have 寒くない and 寒くありません and why negative verb forms do not have ありません but simply ません.
I hope it helps,
Cheers!