Extreme cold is one of the toughest conditions for birds to handle. With a small body mass and high body temperature, they have to rely on their feathers for insulation. A layer of feathers less than an inch thick is all they have to separate their 103°F body from outside air as cold as 30°F below or even lower.
Food is critical to replenish fat supplies and fuel their bodies, so you might think that birds would spend a lot of time foraging in the cold. But even more critical is simply staying warm. In the coldest weather, most birds reduce their activity, waking up later and going to sleep earlier, and spend a lot of time just huddled in a sheltered spot. The less they move, the better.