During my work I come into contact with a lot of clients and colleagues who travel all over the globe.
Generally speaking it takes you 3 weeks to get used to any climate shift.
Your general blood flow, sex and build (fat vs skinny) do factor in here.
Female bodies
focus heat in the rump, shutting off the blood flow to the extremities. Men have a much more constant flow and take longer to feel cold. Being taller and bigger in general helps too.
Being overweight and short means you will retain heat much easier and losing heat becomes more difficult. That is all down to relative surface area.
Having a good stamina however can help significantly.
A few years ago we had a really cold winter -10 C (14 F), high humidity due to living close to the sea and harsh winds made it difficult to go outside.
However, one colleague of mine worked as an instructor at our ice climbing wall the entire winter and often spent most of his days at -20 C (-4 F).
Whenever the day was over and we got outside we all packed up with gloves, hats, down jackets with wind and waterproof shells on top. Him? He just rode off on his bike in a t-shirt. His body had acclimatised and he produced enough heat while cycling to not get cold or ill.
The same thing works the other way around.
Be active in heat long enough (while staying hydrated) and you will get used to it and your body will shut down certain processes and produce less heat.
TL;DR
- Don't be fat
- Be fit
- Stay hydrated
- Be patient