How do I protect myself against cold weather on the surface?

Solution 1:

There's a set of craftable clothing that you can make at the Spinning Wheel. Snow Infantry Gear. The flavor text suggests that it protects against cold weather.

The problem being it requires leather to craft, a total of 38 pieces for the whole set. Leather is somewhat hard to come by due to a low drop rate. I suggest heading out and hunting down animals with an iron hunting bow until you get enough leather for that gear.

Solution 2:

I have the Snow Infantry Gear it has decent defense at lower levels and has very high resistance to the cold. The leather doesn't take very long on a level one planet if you have an Iron Bow, the bow should kill everything in one hit so collecting leather isn't too bad.

Solution 3:

higher level armour is warmer, but it takes more time to get than infantry snow armour.