Did you ever wonder why just running around in the cold doesn't affect your characters health? After all, most of your armor isn't exactly winter friendly. I guess you could have a bunch of frost resistance, but otherwise ...
For the most part the environment doesn't affect your character at all, though I did notice in cold weather you can see your breath. Nice touch there.
Campfires don't have much use other than cooking, and a tiny spirit boost, but they should keep you warm. Speaking of campfires when do we get tents? Kind of a portable inn that you can set up, so you can rest without returning to town.