Cold air is heavy, therefore it creates more resistance to the flight of the ball. Cold, heavier winds naturally encourage golfers to swing harder, which will create more errors.

• Layering is key. Try to wear loose fitting layers to allow flexibility in the swing. Stay away from bulky jackets and sweatshirts that restrict your swing. Even with proper clothing your swing will be somewhat restricted, especially your back swing. Don't fight it — embrace the shorter back swing and compensate by taking one or two more clubs.
• Stretch between holes. You will stiffen up more quickly in cold weather, so stretching between holes or even between shots is highly advisable. Aside from shortening your swing, tight muscles are much more prone to injury. Also consider walking the course in cold weather to keep your body loose and your blood flowing.
• Cover the cart. If you ride in a cart instead of walk, use a cart that is helps shield the elements, or bring a blanket along for the ride to cover up between shots.
• Get out the mittens or gloves. Leather golf gloves provide little defense against cold weather. Purchase a pair of knit mittens to slip on over your golf gloves between shots. Consider bringing along hand warming packets to warm up your fingers — but keep in mind that the rules of golf prohibit you from putting your ball in your pocket with an artificial warmer because a warmer ball will fly further. You can also purchase winter golf gloves at a pro shop.
• Hit lower compression balls. A legal way to overcome the effect cold weather has on your ball is to use lower compression balls.
• Warm socks and shoes are critical. Wear thin polypropylene sock liners to wick moisture from your feet and keep your tootsies warm. Make sure that your golf shoes are waterproof, or, use spray to waterproof them.
• Break out the winter cap. You may look more like a skier than a golfer, but wearing a warm ski cap on your head during a round in cold weather will help reduce the amount of body heat lost through your head.
• Bring a warm drink. Bring along a thermos full of hot chocolate or coffee (if permitted on the course).