Taking off clothes is important though.

I'm from a snowy, cold country, but people who aren't often think that a very heavy jacket is all they need. And then if they get lost with a jacket like that, they'll overheat, meaning they might want to take it off, but without it, they won't have enough protection from the cold, just like a jeans and t-shirt underneath.

The solution is to have lots of layers which you can open/remove when needed so as to adjust your temperature.

Unlike one would think, walking even in the coldest of weathers, your body generates heat, and a lot of it. And if you put on very insulating winter clothing while you're doing a strenuous physical exercise, you're very likely to get heatstroke.

At the point where hypothermia makes you delirious you're pretty much lost anyway unless someone finds you very promptly.

So feeling like wanting to lighten winter clothing when walking in freezing weather is normal, listen to your body. Just don't get naked while not moving, mkay.