This isn’t what it sounds like. It’s actually about things that bring comfort on cold days/nights:
A warm, soft, purring cat in my lap.
That warm tingling when your hands finally start to warm up after being outside.
The layered look. Layering up keeps you warm and looks cool. No pun intended.
Snuggling under the covers, being thankful for shelter and warmth in the cold of night.
Wearing that great coat you bought on clearance last year for the first time.
A warm sunbeam through the window.
Knowing you don’t have to go out in the cold on your day off.