It seems in mice, the protein that enables sensing cold doesn't start being expressed until just before birth, and the cold-sensing nerves don't connect to the spinal cord for a couple of weeks after birth.
This would explain, the researcher says, why adolescent humans who were born prematurely are less sensitive to temperature than full-term kids. The circuitry may stop developing at birth.
This is interesting. I have always assumed that the reason I am more sensitive to cold than others had some biological reason, but it's always nice to have at least one path toward that difference identified. Of course, there are probably other things that will do it, but I like having one possibility.