In some Northern European countries, they leave their kids out in strollers in front of the coffee houses, in below-freezing weather, while they go in and get a nice hot drink. Been doing it for centuries, no problem.
Their idea is that there is no such thing as it being too cold, only being improperly dressed.
I have a lot of friends complain how cold it is, but they don't want to dress for winter. My father used to do that, walking around in shorts and a t-shirt in the middle of winter and then cranking the heat up past 80.
Me, I double up on socks and pajama bottoms, wear an undershirt under a long-sleeved shirt, and pile on blankets if I have to ... and then open the window.
Not only do I need very little heat until it gets around freezing or below, but doing that preps my system for winter. With my body so warm, my head just about never gets cold, and if it does, I just pull on a cloth cap. Still, enough of my skin is exposed to cold weather that I start to build up an immunity to it. Just like when you're used to 100 degrees, 80 feels positively cool, come winter, you acclimate so that 80 feels VERY warm, and you feel fine at much lower temperatures. I acclimate a little more every night with my method until I'm eventually quite comfortable out in our mild winters, which usually don't get much below 25 degrees. I can walk around in a t-shirt when it's snowing.
But if I keep myself bundled up as much as possible, I never acclimate all winter long and am miserably cold the whole time.
So I'm a fan of adapting to cold using clothes and your own body as much as possible, and using heaters as little as possible. It works, it's cheap, and it lets you enjoy the season more and be afraid of it less.