When it's really cold it helps me to warm up before I go outside, or jog for 5 minutes first, because about 10 minutes after starting I will get a lot warmer. (We might just be differently engineered, though, because at 41 degrees my fingers wlil not turn into popsicles if I've got any kind of gloves on; it takes below 35 for me to need the thicker gloves, and they are fine down to 3 or 4 for my 40 min. commute and when it's that cold, I don't go extra miles or minutes!)