I think perhaps my hands as they are the one thing that are rarely covered.
Even when I walk the dogs in the morning when it is very cold, and wear gloves with no finger tips (!), my hands are still freezing by the time I get back.
Are they called fingerless gloves?
My feet and legs also get cold but possibly not as bad as hands.
Actually at night my hands are not cold for some reason - last night Perth had one of the colest days during the day and at night with air cond on at 23°, my legs and especially feet were freezing despite socks, another pair of socks and lined with fur tights!