http://www.medic8.com/healthguide/ar.../raynauds.html
You probably have Raynauds. Welcome to the club :-). You'll need much thicker and warmer gloves and boots than the rest of the population.
Try not to get chilled if you can help it, numb fingers are my first sign of being chilled. Don't let it stop you though. Some people take high blood pressure meds to help. I didn't like the side effects and just deal with it.