In bitterly cold weather, birds do their best to keep those "bare parts" protected. Parts that aren't covered by feathers (like the legs and bill) allow that precious body-heat to escape into the surrounding air.

You'll notice that this gull is missing his legs, but you can just make out a little bump where his webbed feet are tucked up into the warm, downy feathers of his belly.

This photo illustrates just how deep those downy belly  feathers are, as this gull's  "landing gear" begin to drop down