I have this with cycling. In the winter I never wear gloves (hate to carry these around), and when going about in the first cold days your fingers quickly go numb. By wriggling them and with body heat generated after a while they become warm, and you can even place them comfortable on the iron parts of the steering wheel. After some days in cold weather like this they don't go cold at all anymore.
Unfortunately doesn’t work for me. I have (self diagnosed) what is called raynaud syndrome where my body sends a signal to immediately draw the blood out of the hands when it’s very cold. They literally turn white. I need to cycle really hard and stop for a couple of minutes so that there is less cold airflow to get them back and usually they get cold again over longer rides. This is only a problem at below say 5-6 degrees but it’s very annoying.
I wear gloves for the first 3 minutes of cycling. After that heating has booted up, circulation has made a first full cycle and unless its very windy and snowy, I take my gloves of and my hands stay warm for the rest of the ride. Nice feeling actually.
