It is not always the cold that makes us uncomfortable, often it is the dampness. A tip I have used for years is to wear a thin layer under my clothing, a thin camisole or similar item will do. I always make sure it is a synthetic as they are breathable and will keep the sweat off. I also always use a scarf to protect my neck. Generally speaking if the trunk of the body is warm it helps the rest stay warm. Also some movement helps to keep us warm too! Keep Yourself Sacred!
