Please read the Beth's indepth description of each topic in her article, Beth Ellis' 12 Tips for Painting in Cold Weather, on the Connecticut Plein Air Painters Society webpage.
No. 1 - Check the temperature.
No. 2 - Eat a good breakfast.
No. 3 - Dress in warm layers.
No. 4 - Be sure to choose a time of day when the light is at its best.
No. 5 - Choose a location protected from the wind.
No. 6 - Set up your easel to avoid direct sun on your painting surface and palette.
No. 7 - Premix a strong, cool grey to add to your winter palette.
No. 8 - Keep your medium more fluid than you would on warm days.
No. 9 - Thin out your whites.
No. 10 - Remember that white snow is not really white.
No. 11 - Observe your subject before diving in.
No. 12 - Enjoy!