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It’s gonna be negative -30 (factoring windchill) in Boston the next couple of days…how did our ancestors survive this?(r/AskHistorians)
Also, fur, with the fur turned in, next to the body. You get an amazing amount of warmth next to the body, try it. Layers, lots of layers, look at some Renaissance outfits, they wore a lot of layers for many reasons, one was warmth. (A lot of Rennies complain that historically accurate Renaissance clothing is very hot because of all the layers and the fabrics.) That was the during Little Ice Age, people were cold. So, lots of layers, fur, wool, keeping dry kept people from freezing to death. (It was not always cold, previous to the Little Ice Age the climate was relatively warm.) Staying inside a warmish, somewhat windproof structure helped. Housing and warming technologies greatly improved during the Little Ice Age, they had to!
Cotton is not good for warmth. It absorbs sweat and keeps it next to the body, making it colder. (Cotton was relatively rare in the past, in our current times, cotton is ubiquitous, but it will not keep you as warm as wool or other animal products.) Wool wicks sweat away from the body. A dry body is easier to keep warm than a damp body.
Even with all this, people were cold. The idea was not to be “warm,” but to not freeze to death so one could make it to the spring.
Sorry for being so Euro-centric, but that is what I know.