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I have quite thin fingers and they're getting cold quite fast. As I child, I didn't enjoy snowball wars because the contact with snow was quickly getting quite painful for me.
Are people with thick fingers generally more resistant to cold hands? Or there's no such simple relationship?
I'll try to tackle this question from the opposite side: There are some groups of people who can (have to) tolerate cold around their hands well and who are relatively unlikely to have thin fingers.
There have been studies on cold acclimatization wrt. the hands e.g. on fishermen, worker who fillet fish, lumbermen (*) finding that they have faster vasodilatation and less vasoconstriction when their hands are exposed to cold than people who are not acclimatized.
So firstly, we can note that cold resistance of hands and fingers is something that can (to some extent) be trained. See also my other answer on cold acclimatization of fingers.
However, this may be easier for some than for others (which would likely lead to self-selection).
The mentioned professions all also require strength in the hands, which I'd expect to correlate (positively) with hand/finger size. You rarely see those professionals having "piano player hands".
Indeed, Hand-grip athletes, besides higher grip strength, have been found to have not only larger hands in general and, but also larger finger perimeters than a non-athlete control group (also after correcting for body weight as overall size surrogate).
In addition, muscles are where we produce lots of the heat, not only excess heat as side effect of mechanical work, but also to keep up body temperature. Having muscular hands may also help in this way keeping hands and even the fingers warm.
*I have no idea whether the "Eskimo" and "Arctic Indians" they also list in the reference linked in the other answer typically have thin or thick fingers - however, I'd expect a large overlap with the aforementioned professions)
I can actually confirm this from personal experience that when I was 120 pounds heavier, I was way less sensitive to wind-chill and frostbites. I lost last 60 pounds during the winter and I did, in real time, notice how I had to start using thicker glove combos, despite same wind-chill as earlier. You may think that a tiny layer of fat is not going to do much difference, but I can assure you that the difference is very real and very painful. And contrary to popular misconception, frostbite is unrelated to core heat. You can be sweating in your core, yet you will have stage 1 (or 2) frostbite on your hands. Happens to me all the time.
The reason is that it's very easy to have multiple layers for your core (thermal shirts, long-sleeve shirts, sweater vests, puffer vest and finally a parka). But even with largest gloves, you will be hard-pressed to be able to have 4 layers of gloves, unless your hands are particularly tiny.
Of course, it also depends on the wind-chill. There is a tremendous difference between -40 'F air (zero wind-chill) and 0 'F air (-20 wind-chill). The second one, despite being 20 degrees warmer is way more painful on your hands (particularly if they had too many frostbites) than -40 'F air. May not make much sense on paper, but you sure can feel the difference out there instantly :-)
Probably the single most important factor is that you may have had one too many frostbites (even though it was just reversible stage 1-2). Then your fingers will be extremely sensitive (effectively compounding the absence of fat), while other people walking with you in your group who didn't experience many frostbites, won't notice anything at all.
Having extreme thick or thin fingers is often because of health problems or a change in you (health) condition.
Health problems which lead to thick or extreme thin fingers often come with additional problems like poor circulation, which in turn can lead to cold fingers.
A healthy person does not have enough fat on their fingers to insulate them, so blood going through will have to keep them warm.
Thick fingers are often liquid filled, not draining the normal body fluids in the normal way, this in itself can lead to loss of blood circulation and less heating up of the fingers.
The body conserves the heat in the core if it senses too much heath loss, which leaves the fingers in the least warm regions.
Keeping bloodflow by moving your fingers and the whole arms and hands, as well as not getting throughly cold should do if there are no medical reasons. Or extreme weather conditions, your body is not build on -40. Nor is it build on playing with snow.
