A few years ago I was riding home on a very cold day, I lived in Vermont at the time, when a guy in a car pulled up next to me and told me that it was too cold to be riding a bicycle. I told him that it was too cold for him to have his window open.
We both laughed, but I did appreciate the concern because you can get in trouble pretty fast when you are riding in a rural area without proper clothing during extremely cold weather. I dressed in layers and wore good gloves, socks, and a mask because I had been riding in cold weather for a while. I would avoid riding in places that are not well traveled in case of a crash in those conditions, you might freeze before someone comes to help.