Could be chrome, could be nanos, could result in having skin that's like a windshield heater, keeping you warm even when walking in snow and a bit negative temperature.
Could be roleplayed how say snow melts around your exposed skin, showing that you are nice and toasty despite the cold.
It's not in any way practical mechanically, but it's cool A-F, and lets people who wanna go skimpy in winter a way to do so.