Hypothermia can be a cause of death. Your citizens can get hypothermia during winter if they aren't given clothes to keep them warm while outside or don't live in a house with access to firewood or coal where they can warm up. Hypothermia is a greater problem when playing with harsh conditions, since the winters can get much colder in this setting.
Citizens on the verge of getting hypothermia is marked with a snowflake above their heads. Unless provided with clothes or a house with firewood soon they might die. Houses might also have a snowflake above them, indicating that they are lacking firewood, thus being cold and not able to warm citizens.
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