Helmets are warm and comfortable, just find the right one. I never used to wear one and was always skeptical of wether they'd be warm enough or useful... But i now fully appreciate it. I hit my head on a rail this year (wearing a helmet) and got hit by a stray ski. Better safe than sorry and tbh some of the designs look pretty cool. Warm as hell even in -10 Celcius + windchill i was warm and toasty, built in headphones are way better than having earbuds in too, my ears used to be in agony from wearing earbuds+hat all day.
the question 'how much do you value your life' comes to mind.
I found it helped make me somewhat braver too.