Question: From the moment we learn to communicate, we always get told, whether by our parents, or our teachers, or by anyone else, to avoid the cold, or to put a jacket on to avoid catching a cold, to dry our hair before we go outside, because we'll get sick otherwise, so on and so forth. I also was diagnosed with a pneumonia last year, while in Switzerland under chilly conditions ($-20^◦\text{C}$). This made me wonder, why does the cold make us sick? It doesn't seem logical to me that a viral infection like the common cold, or a viral/bacterial infection such as a pneumonia is more prevalent when it's colder outside. I always figured it was because our bodies are less 'effective' under cold temperatures, but this seems lacking to me. Can anyone explain?

Answer: 
From what I understand, the current top answer states that it is a myth that us being cold or warm has little to do with the likelihood to get sick. 

This cannot possibly be the compete answer, without even needing any additional science. Simply go outside, at times of equal temperature and humidity, with or without adequate clothing.

Are you getting sick more easily being warm or freezing your butt off?

That's an experiment anyone can do and has inadvertently done at some time. I have VERY strong data that your own body temperature has a HUGE effect on your likelihood to get sick, so the virus alone cannot be the complete answer. 

Constricted blood flow during times of cold might be a factor in this. There is data on this. 

<https://www.ncbi.nlm.nih.gov/pubmed/6131011>

But there are also studies that do confirm that the virus itself is adapted to cold. 

<http://www.pnas.org/content/112/3/827.full>

The evolution of this virus might have been reciprocal actually. Other cells seem to divide better at higher temperatures. The interaction between animals, being more susceptible, due to their bodies conserving heat in winter, might have caused these particular pathogens to also adapt in reverse and to do better in colder weather.

The complete answer whether it is our bodies or the cold temperature is probably "both".
Most likely the energy to stay warm is not being used to fight infection. Also the virus is likely designed to operate with your respiratory system at a colder temperature more effective that the immune system is at that cooler temperature.