I've experienced different kinds of cold.
For instance; Many years ago I had to catch a flight from Manchester to Frankfurt and then a connecting flight to Bahrain.
For some reason my connecting flight to Bahrain had been cancelled, which left me stranded in Frankfurt (in February) overnight, before I could catch the next flight.
Thankfully the airline paid for me to stay at the Steinberger hotel (because I was travelling alone and the hotel was pretty much booked up I got upgraded to the executive tower suite. RESULT!!!... which is another story btw

)
Consequently, I had to stand at a bleedin' taxi rank for 20 minutes wearing nothing more than a t-shirt and a pair of tracksuit bottoms in 15 below temperatures.
Not at all very pleasant! The cold, not the executive tower suite.
However, not as bad as I would have imagined, because the cold I experienced felt very dry and nothing like the damp cold we get in the U.K.
In other words, -15 in Germany didn't feel as unpleasant as say, -5 in the U.K does.
While Britain doesn't usually get extreme low temperatures, if it's below zero with a wind chill factor...for a foreigner from a warmer climate, it's enough to freeze the bollocks off a brass monkey!