Even though it's cold outside, don't overdress when you're exercising outdoors. Exercise raises body temperature significantly. Even a moderate workout can make you feel like it's 30 degrees warmer than it is. So, if it's 25o outside, dress as if it were 55o. You should be slightly chilled when you first go outside. You'll warm up soon enough, once you start exercising.

Also, layer your clothing. Instead of a heavy jacket, wear a lighter jacket over a sweater or sweatshirt, over a regular shirt. That way, you can unzip or remove items to lower your body temperature during exertion.

Related information: Nutrition channel - Fitness | Hypertension channel - Lifestyle changes - exercise

Source:  University of California, Berkeley. Wellness Made Easy, 1999.