I use a gaiter for this and it's crucial. It gets damp with breathing, haven't really figured out a good solution besides spinning the gaiter around every once in a while.

I switched from a gaiter to a scarf precisely because of the dampness.

I can tie a scarf to be just slightly looser than the gaiter, and the extra space decreases the dampness massively, while still retaining almost all of the warmth.

I never understood putting things over one's mouth to keep warm. Doesn't it become moist and have a cooling effect?

What I have is a fleece scarf. I wrap it around my head (over my mouth in the front, back of neck in the back) and tie the rest under my chin. The part that's over my mouth is under moderate tension, but my beard pushes it away, so my breath goes up and down over my chin (not through the material). I then have the upper edge rolled to tighten it so that air can't escape upwards and fog my glasses.

It does get a bit moist after prolonged biking, but not badly, and that's not really against my skin.

The main effect is that there's a little pocket of exhaled warm air, just enough to mix with the next inhalation and help warm it a bit.

As someone who routinly runs practically half marathons in sub zero (during winter) I used to be like this as well, but if you do this type of activity often at some point cold air literally stops being a problem.

I don't know what happened but it is as if this was never a problem at all. And it is not "getting used to the bad thing" I just don't feel bad at all.

Breathing through the nose only helps.

Not for me. I have to breath only out through my nose, in cold weather, or my cilia stop moving and I need a pack of tissues. Ew.

* * *

Get a balaclava, they work very well.

Interesting. I think I may have acclimated somewhat, but I still find that biking hard below freezing makes me prone to respiratory infections—unless I breathe through/under a scarf.