This is interesting because I am extremely resistant to cold too. This is not a matter of my body being cold and my brain simply not knowing it as someone suggested above. I can easily go out in temperatures of about 10 degrees Fahrenheit with only a light shirt on as long as there isn't strong winds. Every year as temperatures drop, people ask me every day why I'm not all bundled up like them. I usually just tell them that if I wore the type of clothes they were wearing, I would be so hot that I would be sweating profusely and sweating is something you definitely want to avoid in cold weather. If my brain simply wasn't aware that my body was cold as someone suggested above, I would not be sweating. In fact, I really do get hot in cold weather. If I am doing anything physical, I can go to even lower temperatures. I would not even think of wearing even a light jacket at temperatures above, say, 35 degrees Fahrenheit (yes, Fahrenheit!) or so unless the wind was blowing hard. I almost never wear gloves and I never wear a hat. The only time I wear gloves in in extreme cold - about 0 Fahrenheit or below or maybe 10 degrees F if the wind is blowing strongly.
Before my late mother died, she told me that when I was a very small child, she would send me out to play in the winter all bundled up and then she would look out the window and see that I had taken most of my winter clothes off. She finally realized that I was OK and I simply was extremely resistant to cold.
Some people who ask me why I'm not all bundled up try to tell me that my brain simply isn't aware that I am cold. That is pure nonsense. My fingers are not only not cold but I can perform delicate manipulations with them and my sense of touch is normal.
I have 9 grandchildren. One of them is exactly like me in this regard so I believe there may be a genetic component involved here.
Something else: Because I am extremely tolerant of cold, I don't put on more clothes when everyone else begins to do so in the fall. I suspect that because I don't bundle up, I begin to acclimate as the temperatures drop while people who bundle up as soon as the weather gets cool do not acclimate as I do.
An odd thing happens to me in extremely cold weather. Say it is 0 Fahrenheit and I am not wearing gloves (as usual). When I first go outside in conditions like that, my hands may feel a bit cold for the first few minutes. Then the odd thing happens. A feeling of warmth suddenly comes over my hands and then I'm fine. It's as if my brain sends a signal to send more blood to my hands. My wife once joked that that feeling of warmth was merely my hands going numb. That is not the case because, as I said, I can do intricate and delicate work with my fingers and my feeling of touch is normal.
I believe that this is partially a genetic trait but I also know that it has to do with how people acclimate. I say this because I went to an outdoor auction once where the temperatures in my area dropped to a record low of -70 F with the windchill and the wind was blowing strongly. That was one of the rare occasions when I actually wore gloves and a hat. But there were other men there who work outside - farmers, construction workers, etc. Many of them only had on overalls and a nylon vest. Some of them had no gloves or hats. They were dressed in a way that most people would feel cold if the temperature was in the 50s or 60s. They were far more cold tolerant that I am and I believe that is because they work outside and allow themselves to acclimate. The temperature was so bitterly cold that day that a "normal" person may have experienced frostbite on any exposed skin in a matter of minutes.
The reason I found this thread is that I looked up this subject out of curiosity because this is the time of year when I have to explain to others every day why I'm not dressed like them. It gets very irritating. If you see someone that doesn't have to dress up like you do, don't ask them why. It's like asking a tall person how the weather is up there. We can get sick of having to explain ourselves to everyone constantly. There really are people that are extremely tolerant of cold.