It might be warmer than Minnesota, but that's not saying much.

Also, the northern winds are pretty brutal. I remember being tempted to take a cab for the mile long walk back from town simply because it was soooo cold. (Then again, I had a poor jacket and no gloves or hat or anything -- I'm an idiot.)
If you're gutsier than me, you can go to the Blue Lagoon hot springs. They're open in the winter. I chickened out because I was so cold.