Is there anything wrong according to the Torah with going out in the cold weather without wearing the appropriate clothing suited for the weather?
The Sefer Chassidim teaches that one who goes out in the cold with clothing not suited for the harsh weather transgresses the prohibition of bal tashchis for destroying his body.
On his first day in Siberia, R' Yechezkel Abramsky (1886-1976), along with many others, was forced to remove his shoes and socks and run barefoot for many kilometers on snow that had frozen into ice. He quietly spoke with Hashem and said, “The gemara teaches that hakol bidei shamayim chutz mitzinim upachim, any misfortune that befalls a person is on account of a Heavenly decree except for illness brought upon by exposure to cold and heat. Here in Siberia, it is impossible to protect oneself from the cold because it is far beyond normal. Since I cannot protect myself in these conditions, Hashem, please protect me. Save me and strengthen me so I won’t catch a cold.” R' Abramsky would later recount that even though he was in Siberia for an extended period, he never caught a cold. This was remarkable, as many others died from the frigid temperatures, let alone caught colds. R' Abramsky’s immunity to the cold was clearly due to his prayer to Hashem.
