Drink water - you can become dehydrated in cold weather if you don't replace fluids. Dehydration reduces blood flow to the skin, which can lead to injury and increase the risk of frostbite.
Avoid drinking alcoholic beverages - it contributes to dehydration, widens blood vessels and contributes to heat loss.
CDC/Preparing for Winter Weather
CDC/Stay Safe and Healthy in Winter Weather
CDC/Winter Weather FAQs
CDC/Extreme Cold Guide
CDC/Facts about Hypothermia from Extreme Cold