The old stories reveal uncertainty whether the Others come when it is cold or that it becomes cold when they appear, during snowstorms or mist and vanish when the skies clear. After researching books and annuals in Castle Black Samwell Tarly tells Jon Snow,
The Others come when it is cold, most of the tales agree. Or else it gets cold when they come. Sometimes they appear during snowstorms and melt away when the skies clear. They hide from the light of the sun and emerge by night … or else night falls when they emerge.
King Stannis Baratheon tells tells Davos Seaworth that after the Battle of the Blackwater he was lost in despair but Melisandre bid him to gaze into the hearth fire; he describes to Davos what he saw in the flames, and in addition says that he felt a terrible cold,
When it is cold it will hurt to breathe. When the Others come …”