I loathe cold.
It turns out, that it is nature AND nurture. Salon has an article on why people are colder (or warmer) than normal. (Titled) "Hate sweater weather?"
Part of it is body fat and sex. Women tend to experience cold weather worse than others. And then there is where you grew up. I quote'ith
Our relationship with the cold can also come down to cultural conditioning. "If people that that grew up in really warm climates get into a colder climate, they will tend to run cold, and that can last for a long time," observes Dr. Brandt. "It seems like wherever you had your developmental life preadolescence and adolescence tends to be where your thermostat is tuned. I think there's very complex genetics that play into that and where you feel good."
So you see, it all makes sense.