One of the most well established urban myths within the health realm is that you can get a flu or cold simply by exposing your body to cold air. This belief is incredibly widespread through the world, however it obviously falls short from having any scientific meaning since we're talking about infectious diseases caused by viruses.
This myth is so ubiquitous that even educated people reading this article will probably laugh thinking I'm wrong. That's reasonable, after all I was myself a believer till a few years ago, no matter how well educated I was. During the winter months you often hear: "It's cold outside, put on your jacket or you'll get a flu!". The reality is that this makes no sense whatsoever as you'll see next.
Both the cold and the flu are infectious diseases. This means that in order to get sick you need to get in contact with pathogenic microbial agents. In the particular case of these two diseases you must be infected by any variant of the common cold or influenza viruses. This can only happen if another person already infected by the virus passes it on to you. The virus can be transmitted through cough, sneezes or if you touch something contaminated and stick your hands in your mouth, nose, eyes or ears before washing them.
Cold air does not get you a cold or a flu! You always get it from someone else already infected. However, low temperature and high humidity conditions help the virus spread much faster and efficiently. That's why you usually get sick in the winter rather than in the summer. Further, cold dry air can easily physically damage the mucous membranes of the upper respiratory system in some people. This leads to symptoms that mimic the ones of common cold and flu like runny nose and sore throat, nevertheless they're always much lighter and don't get you sick. Oral bacterias due to poor hygiene are also responsible for many sore throats, usually called strep throats...
The bottom line is that this myth about cold air together with some symptoms similar to the ones caused by the common cold or flu lead people to wrongly believe that they may get sick just because they left their jacket at home in a cold day. This is simply not scientifically true and the only way to get sick is by having someone already infected passing you the virus.