Heat always flows from the hotter object to the colder object to reach a thermal equilibrium between the two objects.
Ice is obviously colder than your hand, so the heat will flow from your hand to the ice. The amount of heat in your hand is usually greater than the amount necessary to melt the ice, so let's assume the ice melts completely.
From the perspective of the ice, it is endothermic (the ice absorbs the heat, the definition of endothermicity).
From the perspective of the hand, it is exothermic (the hand releases the heat, the definition of exothermicity).
When we define a process as exothermic or endothermic, however, we usually say so relative to the system at hand (i.e. the ice), so we can define the melting process as endothermic.