I like to think that Outertale residents are naturally cold, mostly because they don't have an actual sun anymore, so they adapted their bodies as time passed, and now they're cold to touch, so rhey use more heavy clothing to feel warm.
I think that Outer(Sans) and Comet(Papyrus) are the ones that would be the coldest to touch, but since they don't have skin, they just feel a little cold all the time, so their gear isn't as heavy. Alphys(Nebula) and the other reptilian residents use the heaviest gear, since their blood/body is naturally cold. I like to think that she (and Sans if we go to the headcanon that he was a scientist) designed capsules that generate heat, so, if you feel particularly cold, you enter, click a button, and your body is warmed up and you're good to go.
I like to think that the goat monsters have the softest and warmest hugs because of their warm fur, so children and even adults tend to hug them a lot, ask to hold their hands and to just... be near.
Idk, it's been cold lately, i miss my bed,,,
