Then I was homeless, sleeping rough through UK winters.
One does adapt, and fairly quickly too. The first nights I slept out during snowfall I didn't get much sleep as I was shivering too violently and uncontrollably. On subsequent nights I discovered cardboard (helps prevent the moisture from dew covering your body and subsequently freezing, as well as acting like an air cocoon around you holding warmer air to the body).
It was still below freezing on those nights, but I'd adapted the environment enough to remove the most severe effects. In turn, I was able to adapt to the temperature itself. I would feel myself slow down, and fall into very deep and peaceful sleeps.
It's been a long time since I was homeless, and I am fortunate now to have a roof above my head during winter. One thing remains though, I still never use the heater and leave all of the windows open in my flat. Last night was -2'c in London with a Northerly wind, and yet all of my windows were left open and I slept soundly.
For me, I tend to have a problem in the other extreme now: I find it hard to stay awake or do anything when the temperature is too high (above 30'c) and plan most holidays to be in cold climates or off-seasons so as to ensure I get the most out of them (side-effect of also being cheaper and avoiding a crush of tourists too).