Its funny. My Indian co-worker, that I work with all the time, has been here long enough and is used to the cold, so he is usually the one that is laughing at others not being ready for the cold.
One of my former coworkers is from Nigeria. She told me that her and her sister both came to the US for grad school, and the school they picked was Tech! She said that they were convinced to come to Tech because all of the brochures made it look so nice and the academics were exactly what they were looking for. There was no indication in any of the material they got that showed any semblance of the weather in Houghton during 90% of the school year. So they showed up in Houghton, straight from Nigeria, and for about 2 weeks they were fine, because early September is still pretty warm. After that it got too cold, and then it started snowing. She said they had to stick it out for the first semester, for visa reasons, but as soon as first semester was over, they transferred to a school down south.