If you're exersing in cold weather you should bring lots of gear. You should also dress in layers.
Some more useful things are:
To know the signs of frostbite and hypothermia,
Check the weather conditions,
And drink plenty of fluids.
Without these it is very dangerous!
For hot weather:
Bring alot of fluids,
Dont forget to wear sunscreen,
Wear comfortable clothes (Ex. Its not a really good idea to wear a heavy jacket/ sweatshirt on a hot day)
You should also wear some sort of hat to resist sun coming in your eyes.
Also you should protect your head, hands, feet, ears, and any other parts of your body while doing a certain sport/exercise!
I hope this helped.