Before Tim and I moved to the UK, people we knew kept warning us that though it would not be as cold in Oxford was it was at home (Oxford's record low is -17ish; Saskatoon gets down to -40 at least once every winter), we shouldn't be too cocky because it was a "damp cold".
I think I've finally figured out what this means. For a long time, it just wasn't cold at all. I think it was 11 on New Years Day. We went for a huge walk around Summertown. However, that was the tail end of a very mild Christmas season I learned.
Now, I think we still haven't had a day when it didn't eventually rise to the freezing point or above and it certainly doesn't get very cold at night. The only time I feel cold outside is when I'm cycling back home from central Oxford and my fingers get rather cold. Once my face felt slightly frozen. However, once I get inside, I feel this deep-seated, in-my-bones cold that doesn't go away for a good half hour or so. I suspect this is the damp cold and that it is best combatted with hot chocolate and/or tea.
This never happens at home, where one simply freezes and burns and goes numb on the outside.