An escaped prisoner came in from the cold (dang, he wasn't a spy; would a been a great example) and turned himself in, in Kentucky, because he sought the warmth of his jail cell. It's true. I did not make that up. I wish I was that creative.
This is life-threatening cold. And it's funny, but not.
And we haven't even talked wind chills yet. So, let's just skip that topic. There are some fun experiments to try. NPR listed some today and there's video of them (like tossing boiling water in the freezing air, what happens; or, blowing bubbles). Here's the link:
Many of us will experience dead car batteries, broken pipes and more.
Just bundle up if you have to go out. And try to keep your sense of humor.