From my understanding, cold weather doesn't necessarily hinder your immune system, it just forces you inside. When you're in enclosed spaces, germs spread faster. So, let's say you are shopping at an outdoor mini-mall when the weather is nice, you could probably come into contact with an infected person and not pick up the illness. Now, if you're stuck inside at an indoor mall, let's say around holiday time, the chances of you getting ill increase exponentially. The argument could be made that people's immune systems are naturally weakened during the colder seasons due to allergies or fighting off the nasty bugs other people have during that time of close proximity. However, to the best of my knowledge, simply being cold doesn't cause illness.