Come on fellas you can't even begin to understand cold until you have watched a CFL game when it was -25C in an outdood arena.
Layers are the answer combined with a thick pair, or pairs of socks c/w rubber soled shoes. Gloves and a hat (toque is preferable because you can cover your ears) are a definite due to the major loss of heat through the extremities.
Hot mug of cocoa and there you are - bingo!
Take iit from one who knows.