I was always fragile to cold so one winter I kind of gave up and bought long johns. After that I checked nearly all the *not very manly but made for man* stuff, knee socks, thongs man tights and leggings. I kind of disliked tights and thongs but I fell in love with leggings and knee socks.
Often in winter when I met my friends and spent time outside they would comment how tough I am since it's so cold and I never complain to be freezing. Ofc I had my leggings under, felt so awkward, and funny.
Once we went on trip to mountains and tent I was sleeping had a hole. It was raining and the water somehow got in. Making all my trousers completely wet. It was so cold so I had no other way but to dress in my leggings and white knee socks. Thank God I had lose shorts I could put to cover up my bulge. It was sooo embarrassing. I remember I was so worried some other people will come by and see me. In the end after 3-4 hours my trousers dry up near the camp fire and I could dress up.
Never after that heard talk about being tough in winter ;-)
But they did not tease me about it, only once my friend joked did I not forget to wear my stockings..