When Winter would arrive, ‘Umar ibn al-Khattaab (radhi-yAllaahu ‘anhu) would be mindful to write to them (the Companions), advising them all…
Before [the advent of] electricity, he would go out every moonlit night to read. And in winter, he would go out and sit between two steel barrels for protection against the cold!
If the weather is cold, and a man in the state of janaabah (major sexual impurity) had [just] taken a bath [or shower], and [as such] he fears by going out for the Fajr prayer would be harmful for him, would he then be allowed to pray at home?
Whoever wakes up on a cold day [and finds himself] in a state of janaabah, can he do tayammum [instead of having a bath]?
Ayyoob as-Sikhtiyaanee was tender hearted, and when he would become tearful in front of his companions, he would pinch his nose to give [them] the impression he had a cold, and if he feared he would be overcome by tears, he would get up [and leave the gathering].
During the time of severe cold and heavy rain, when the time for prayer approaches whilst we are out, we find it difficult to have a wash and do wudhoo with water; are we permitted to do tayammum if we are unable to find anything to heat up the water with?
Safwaan ibn Saleem used to stand in prayer on the roof on a cold night so that he is not overcome by sleep.