And back to the OP - nor will sitting by an open window cause you to catch a cold, or many of the other things your aunt told you when you were a little girl.
I regularly get ice in my mustache when being out in cold weather but never have I had my mouth frozen closed or the hairs in it broken off.
Talking about facial ice, here’s a photo of Swedish skier Thomas Wassberg after a race: http://www.google.com/imgres?hl=en&tbo=d&as_st=y&biw=1024&bih=645&tbm=isch&tbnid=xFEmGMjqHjg1mM:&imgrefurl=http://kaostik.wordpress.com/tag/thomas-wassberg/&docid=iZecXH1LGFxx3M&imgurl=http://kaostik.files.wordpress.com/2012/01/wassberg.jpg&w=469&h=378&ei=-ZPqUOaAEvD64QS1zYCgCA&zoom=1&iact=rc&dur=337&sig=105506887690432708382&page=1&tbnh=132&tbnw=196&start=0&ndsp=17&ved=1t:429,r:0,s:0,i:92&tx=141&ty=64
Hop in a hot tub on a cold night after skiing. Yes, ice forms around groups of hair, so you end up looking like an ice-man rastafarian. You can snap the icicles, but the hair inside does not break. If ice forms on the skin, there is a burning sensation.
I grew up in Ohio and walked to school from grades 7-10 (11 and 12 I had a car). Since then my morning routine has consisted of: wake up, take shower, get dressed, go to school or work. All through middle school, high school, and college, I walked to class with wet hair in freezing cold temps for half the year. I never once got sick from that, but have gotten sick from viruses and bacteria many times. I still go to work every morning with wet hair. I haven’t gotten sick in a couple of years. My secretary used to give me hell, “You’re gonna get sick!” I whirl around on her and explain that colds and flu come from germs, not exposure.
Now. Live or get stuck outside, all day, every day? Yeah, I might die of hypothermia or exposure, but I probably won’t get a cold from wet hair.