I'm not sure if it's being covered in the States, but Russia is in the midst of its coldest winter in almost 30 years. It's been below -25 (-13F) for the past five days, regularly hitting -30 (-22F), and feeling like -40 (-40F) when you factor in wind chill. In my apartment, it's about 10 (50F). Temperatures are fourteen degrees Celsius colder than average for January. It gets this cold, for this long, about 4 or 5 times a century ... and I'm here for it.
To try and convey what -30 feels like, here's a brief exercise in absolute value. First, imagine +30 (86F). We've all felt that. Nice, pleasant, bordering even on a little too warm. Now, compare that to 0, freezing. Try to judge the difference between the two, get a good mental feel for that gap. Now reverse it. Imagine a change in temperature of that magnitude, but below zero. Freezing is already pretty cold, we never even get that low in Los Angeles. -30 is unbelievable.
Mind that St. Petersburg has very high humidity, between 80 and 90%. Just as wet heat is worse than dry, wet cold is worse. Nearly everyone I know from Siberia tells me that -20 in SPB is worse than -40 there, because of the humidity. Add in the wind, and you can imagine what St. Petersburg's -40 feels like.
Breathing becomes a bit annoying. If you breathe through your nose, the incoming air freezes the inside, literally, and when you exhale, it melts. The feeling of mucus alternately frozen and flowing is fun for the first twenty seconds. Also, I tend to get headaches when it's cold, and I think it's the same concept as Slurpie brain-freeze. The cold air chills the blood on its way up to my brain. This is slightly lessened when I breathe through my mouth. Unfortunately, this also has its downside ... your gums freeze. There is a sharp, piercing pain at the gum line. So really, you just have to pick your poison. I tend to breathe through my nose. Mostly because the cars produce so much pollution that I'd like to filter out whatever little I can.
You have to be completely covered up, and I really hate wearing hats. Over here I have a stocking cap, which makes me look like a dockworker. My gloves aren't thick enough, I need to buy new ones. You need long underwear, and I usually end up wearing long underwear, a t-shirt on top of that, and a sweater, all under my warmest coat. So the only exposed part is your face. Most people cover that up with a scarf. Here, women have a huge advantage over men. For some reason, only women wear their scarves on the outside of their coats, men do not. Honestly, I have never seen a Russian man wear a scarf on the outside, only underneath. As such, it's much easier for a woman to use the scarf to cover her face.
I decided to buck the gender roles, and wore my scarf on the outside a couple of times. Yes, it was nice to have my face covered, but it does present yet another problem. When you breathe out, the breath condenses on the scarf, which gets the area around your mouth wet. When it's windy, this somewhat decreases the utility of this option. Plus, I look like a girl, and some drunk fascist might try to gay-bash me.