Your body will maintain homeostasis. For example if the body wants to conserve heat, first the heat will be directed to your internal organs (why your fingers and toes get really cold when you’re outside) then your muscles will start to vibrate to generate heat (shivering). This is in effort to increase body heat when it’s very cold.
Emperor penguins have the ability to 'recycle' their own body heat. The arteries and veins lie close together so that blood is pre-cooled on the way to a penguin's feet, wings and bill and warmed on the way back to the heart. Emperors' feet are adapted to the icy conditions
