Someone else recently mentioned the cold weather with regard to their neuropathy. I think it may have been Shelby, if you search the questions. If you're not able to feel your fingers and toes, though, that seems pretty serious and I would bring that up with your doctor.
There are some drugs the doctor can try to help you find relief for your peripheral neuropathy, such as the antidepressant Cymbalta. Some people on here also reported results with gabapentin.