When you have to go out into the cold, pay attention to the weather and wear the right clothing. If you wear synthetic or wool, they provide better insulation. Some synthetic fabrics are designed to keep perspiration away from your body which keep you dry. Dress in layers with a wind resistant outer layer. You can take off layers if you get too warm (before you start sweating) or add a layer if you get cold. Wear warm socks, gloves, a hat and scarf and be sure to cover your nose to protect it. If you get wet, change into dry clothing as soon as possible because you lose heat faster when you are wet.
Environment Canada issues Extreme Cold Warnings when very cold temperatures or wind chill create heath risks like frostbite and hypothermia.