I have lived north of Chicago for over 20 years now and have finally realized the truth in this title. I hate (bad word in our house, so it must be fiercely felt) being cold. Coming from Florida, I just figured people in the north were always cold and they just dealt with it. Once I had kids; I would send them to pre-school partially just to get the outside play time in the winter because I wasn't about to go out into the frozen tundra and play with them. You go play, I'll look out the window and make sure the snow plow doesn't hit you.
Last year I got two new coats (and cool snow pants) and they have changed my life! I can go out in the cold and actually enjoy it. I am not phased by the snow or freezing rain hitting me. I am protected so I can go down sled hills until the kids are done, not until I'm done. I can walk the dog early, before it warms up to 10 degrees. And I can actually enjoy watching the girls play soccer in the cold! It only took me 20 years to figure this out.
I think this is what God wants to show us in Ephesians 6. "Put on the full armor of God so that you can take your stand against the devil's schemes" v. 11. "Be prepared. You're up against far more than you can handle on your own. Take all the help you can get, every weapon God has issued, so that when it's all over but the shouting you'll still be on your feet" (v. 13 MSG).
Truth, righteousness, peace, faith, salvation, the Bible and prayer are God's coat for us. When we put on those things; He gives us the strength (and joy) to brave the elements!