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Agreed, being outdoors during wet rainy or snowy windy weather will tend to be unpleasant regardless of how well warmly one is dressed.
But when merely cold, winter can be enjoyed outdoors if dressed appropriately. After new snowfalls landscapes may be quite wonderfully beautiful. As a thin person that easily becomes chilled and decades old snow skier, the one thing most people fall short on outdoors in cold is not covering up enough of their body areas. Oh sure, they are wearing huge heavy coats that keeps their core area warm enough if moving about but the head, hands, and feet are often inadequately covered. Layering clothing is the most flexible strategy that outdoor enthusiasts have long understood.
Head gear is the most often ignored and the one area most easily to feel uncomfortable if chilly. That is in part because in public settings many people for social reasons do not want to cover up their heads and faces. That is most evident watching working people in large downtown cities during noon lunch breaks rushing about outside. Despite heavy coats, almost none have any head gear, even hats, much less heavyweight balaclavas.