this is called acquired immunity
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This is likely due to peripheral vasoconstriction. This happens in order for the body to retain heat longer in order to protect the body from hypothermia. The skin would act as an insulator of the organs and water. Also, when this happens, it would allow more of the oxygen to be transported to the oxygen sensitive organs like the brain and the heart.
When implementing a personal plan if you believe you will struggle on it take it step by step or slowly to prevent yourself from doing more then you can