this is due to your circulation (or lack of). during cold weather the body will set priorities making sure that warm rich blood makes it to your brain and vital organs. the fingers toes and nose are often sacrificed to make sure those other organs remain warm and functioning. people who smoke tend to have peripheral circulation issues so they tend to get cold fingers more often. raynaud's syndrome is another possibility for cold white digits. cold weather or not.
why do my fingers turn white & get numb in cold weather?