If your first thought on a cold day is to reach for a warm beverage, you might want to grab a sweater instead. In fact, a cup of hot coffee might create the opposite effect from what you want. According to the Wall Street Journal, your body already has a mechanism to keep you warm when cold. It's called shivering. By sipping something warm, you're fighting nature. Caffeinated drinks like coffee will actually cause you to become colder. They're a diuretic, which removes heat retaining water from your body through urination. And avoid alcohol. While you may think it warms you up, it doesn't and could bring about more severe problems while out in the cold, like hypothermia.