I’ve seen people lick their finger and stick it up in the air to tell the wind direction. is this really possible? I’ve tried it and my finger just feels cold 
Not just possible, but usually very easy. Fingertips are very sensitive.
You can’t tell which part of your finger is coldest?
Do you wet your entire finger? Licking just one side of it doesn’t work.
Works great…and not just with your finger, either. Just find somewhere quiet, with someone who is very friendly 
what…hmmm…maybe I have poorly sensitive fingers or something
Telling wind direction is easy. The wind moves in the opposite direction that the finger is pulled.