Where I live in Canada, winter can be pretty cold. Sometimes -35 C. I work outside for a living and among my work peers there's an age old debate about when is the best time to start wearing long underwear (we call them long johns).
Some of my colleagues argue that if you tough it out in the fall, your body will acclimatize and when it gets really cold, you'll be less cold than your counterparts and won't have to wear as much winter clothing. Others start wearing the long johns as soon as the first frost appears because they don't want to go through a period of feeling chilly.
Of course, people's bodies are different. Some run hot and some run cold. Some have more God-given insulation than others. But is there evidence for acclimitizating to cold -- e.g., that delaying long johns until severe cold will improve your tolerance for cold when it gets severely cold? And/or is there any evidence that being chillier than one might want to be in the fall could have adverse effects -- perhaps cause you to gain more weight than you really should or reduce your resistance to infections?