You have to mentally prepare yourself before you go outside. Yeah, a heavy coat, hat and all that but you have to get your mind straight before the cold hits your skin and lungs. Howling wind doesn't help either. It's tough.
-10c is really not that bad. With a few layers on it's just fine. 35c+ on the other hand... Good luck with that, there is no amount of clothes you can remove to feel comfy in high temps
Once you get acclimated to the cold it's not so bad if you layer up. But those first few weeks when the temperatures start dipping below 50°F I always shiver pretty hard
With the wind chill in Chicago it was like -24°F (-31°C) this past weekend. Absolutely brutal, and my fucking dog is so picky about where she pees so I spent 15 mins each in the AM and PM walking her about.
It was +6°F this morning and that felt pretty balmy by comparison.