The ice overlay that warns the player they are at a dangerously low temperature does not appear until the player starts to take damage from freezing. The sound effect also does not play at the warning threshold, giving the player no indication that they are close to freezing until they start to take damage. The overlay otherwise functions as normal, persisting until the player has sufficiently warmed up. The overheating overlay functions normally, and idle animations are unaffected as well.
Bring your character to critically low temperatures (freezing); the method doesn't matter, though it can most easily be achieved through surrounding yourself with multiple endothermic fires.