A prolonged outdoor exposure in winter will cause limb vasoconstriction and reduced blood flow, causing a sense of chilled feeling. If you suddenly spread your hands and feet before the fire when they are chilled, it will expand capillary vessels and increase permeability, creating local congestions in the limbs.
In the mild case, you will get frostbitten and, in the severe case, it leads to tissue necrosis. Therefore, you must gently rub the frozen limbs to allow a slow return to normal body temperature.