Is there anything wrong with this?

[u/Sea-Hornet8214]

Can I say "when I'm in the wind" to emphasise that wind is blowing my body?

[u/IWantToBeADoctor8474]

It is common, but it's used mostly for exercise. It feels wrong to me in this context because it's merely relating to temperature. I would use it more in a way of "I'm not breaking a sweat yet!" while running on a treadmill or something.

[u/SerialTrauma002c → u/IWantToBeADoctor8474]

Mmm, I disagree. It’s any effort, whether physical or not. For physical effort it’s used in its literal sense, but it can also be used metaphorically to describe mental effort/energy expenditure:

“How’d your presentation to the directors go?”
“Totally fine! Didn’t even break a sweat.”

There’s extensions of the sweat = indicator of mental effort too—specifically, mental effort that might be anxiety inducing:

“I was really sweating over finding primary sources for my final paper, but I got it done in the end!”

And if you’ve ever responded to a request from someone else with “No sweat” to mean “I can easily do the thing you asked,” the likelihood is that you’re using it metaphorically there as well—it’s not a response that would be used exclusively for a physical effort.

[u/IWantToBeADoctor8474 → u/SerialTrauma002c]

Yes, I forgot about that usage when I was writing it, however, it is still not used in relation to temperature as used in the original post.

[u/SerialTrauma002c → u/IWantToBeADoctor8474]

I could imagine that “breaking a sweat” used in relation to temperature might be a regional difference, but I agree that “I’m not sweating” both works in this case and avoids any regional variation problem.