I wonder how many people do this.

I don't know about those crazy NPC's with their thin clothes, but I don't want to freeze to death.

I do this very often.

When I'm in a snowy area with a harsh cold, then my wood elf wears Skaal armor. Very thick fur like that should hold it. In more warmer areas, she'll wear her elven armor.

Right now my wood elf is going to Dimhollow Crypt, considering the area is in the Pale, she'll have to do it with her fur coat. I'd imagine that walking through the cold without proper apparal would disturb combat performance aswell.

cold snowy areas- Skaal, Stalhrim, Fur armour (Most covering) or Nordic carved
rain- anything + hood
sunny- forsworn, fur (2nd most revealing), hide, leather, studded, scaled, clothing, ancient Nord, ancient falmer or Nordic carved

I don't always wear my hood, but when I do, it's because it's raining.

I've often wondered about this, and simply RP it as my big tank of a Nord being fond of the cold to the point of not minding if he's taking a swim across an icy river getting his scaled armor soaked. Not much else I can do; it's either that or put on inferior armor to seem more warm, and it's all getting saturated anyway as soon as there's a river to cross.

I used to do this back in Oblivion, and to a lesser extent in Skyrim. Fun way to add some immersion.

I always wear my novice mage robe. In battle I wear my Riften guard armor and imagine it was under my robe. Wearing any non-robe item in a snowy environment just breaks immersion.

Yeah, I used to have a Nord barbarian.

He's very hardy and barbaric, the weather did nothing to him. So he could easilly walk around Windhelm with his regular armor. And ofcourse his Norse blood gave him resistance against the cold.