You don't have to give up outdoor exercise when the temperatures drop. It's entirely possible to enjoy outdoor exercise year-round if you know a few basics about dressing for the weather.
The key to staying comfortable during winter exercise is to learn how to properly layer clothing. The amount of technical clothing available to athletes allows for many choices, but the simplest way to layer is to choose up to three layers as the temperatures drop. Each layer has a specific function: the base layer wicks moisture and perspiration away from your skin to keep you warm. The mid layer insulates and keeps you warm, and the outer layer is usually a breathable shell of some sort that allows perspiration out buts blocks wind, rain or snow.
For the coldest temps you'll want a base, mid, and outer layer. For milder temps you may get away with only the base and outer layer. With practice you'll learn what's best for you.
Read More: Winter Exercise