I'm the opposite. Winter is (still kind of) exciting and I'm usually warm enough for a quick ride. Longer rides are where my toes and fingers can get chilled.
Clothing is something to look at, as you might just need to dress warmer (and then possibly take stuff off once you warm up). Also clothing at home (and the temperature of your house/room) before you leave is important too. If you're already feeling cold before leaving then you're not suddenly going to warm up when you get outside...
Another thing I have found has an effect on feeling cold is diet. Not only the amount of food, but eating more frequently, which keeps the metabolism up and prevents the digestive system from working too hard.