This might have already been covered, but I didn't see it, so I'll add my $0.02. I don't know what kind of jacket you wear specifically, but when I'm cold while wearing a proper jacket, either I forgot to close the bottom of the jacket or the flap behind the zipper is not closed correctly. Most athletic jackets have a pull cord at the bottom hem. Make sure you pull this snug before riding, this will keep the warm air inside your jacket and make a huge difference in riding comfort. The other thing is to make sure that your jacket has a flap of material that sits between your body and the zipper, and make sure that this flap is in place. Zippers (or at least most zippers) aren't windproof, and the wind will cut right through them, causing your chest to get cold. The flap of fabric stops that, but if you don't have one, or if it is folded backwards, cold wind will whip right through & cool you down quickly.