I just let my cat's outside in the snow, it's not too cold out, usually in the winter when I offer to let them out they sniff the air and if it's too cold they turn and run back indoors.
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@Adaydreambeliever I remember the first time my cat Daisy saw snow for the first time, he plowed through it with his head under the snow, it was awesome he loved it! I'll never forget that!