Harbour recommends stretching at least 15 minutes and up to 30 minutes before teeing off. An adjustment in strategy also should be considered. First, take into consideration your extra clothing. Even if you're layered, you'll still have some swing restriction. Lower trajectory shots are best in cold conditions.
Cold air is heavier.
Do not try to muscle the ball through the wind. More clubhead speed equals more backspin and higher ball flight, which can be affected by the wind. The type of ball you use also is a factor to consider in winter conditions. A lower compression ball is advised. What you may lose in distance you will more than make up in feel.