It's possible to catch frostbite in less than 30 minutes. When going out in the cold, it's important to fully cover ears and hands.
Signs of frostbite can include cold skin and a prickly feeling, numbness, red, white, bluish-white or grayish-yellow skin and clumsiness due to muscle stiffness.
Those spending the night out said it was important to layer clothes and not stop moving.
"I am wearing three pairs of pants, so that helps a lot," Jessica Fulton said.
Mary Kay Kowalski said she had five layers on, including two pairs of socks and warming objects in her gloves.
"I think we are nuts for being here," she said.
Cold affects cars, too
AAA said drivers may want to check their cars before going to bed. They've responded to more than 2,000 calls since Friday, mostly for dead batteries and flat tires.
"We are prepared for it. We know it's coming," AAA spokesperson Jennifer Moore said. "We watch the weather forecast and we respond accordingly."
Moore said it's also a good idea to have an emergency roadside kit in the car, with items like extra batteries, water, non-perishable snacks, blankets and anything else one might need while waiting for help while stranded.