[description: series of videos depicting a naked man building a snowman]
I tell you, I had no idea building a snowman was such vigorous exercise - rolling an increasingly heavy snow boulder around while in a perpetual crouch works quite a few muscles. I was sore for days!
You're probably thinking that it must be cold going out in the snow without any clothes on. And you're right. But there are some tricks you can use to extend your endurance. The key to lasting longer out in the cold is to limit your contact with the snow. The air may be cold, but the snow is wet, and cold is worse when you're wet - especially when temperatures are below freezing. So if you're planning on diving into the snow, you should expect to come inside immediately afterwards to dry off and warm up. Otherwise, wearing boots and/or gloves will prevent the snow from coming into direct contact with your naked skin.
Weather is also a factor. Obviously, if there are arctic winds blowing flurries around, it's going to be colder. But if the sky is clear and the sun is shining, you may be surprised by the extra warmth it provides to your skin. Plus, if you're moving around and getting exercise, that will also raise your body temperature. Just be reasonable. If you start to feel cold, go inside. I wouldn't do this every day, and you don't want to spend hours out in the cold without proper protection. But if it's just an occasional stint here and there, it's not going to kill you.
It might seem crazy to go outside naked when there's snow on the ground. But if you're a nudist, and you enjoy the thrill of nude recreation - especially outdoors - there's nothing like being naked while building a snowman or, say, shoveling the walkway, to cure your cabin fever and melt the wintertime blues away!