Perhaps one of the most incredible and enjoyable variations of camping (the outdoor, eating shitty, burnt food and burning stuff type, not the FPS type). Best enjoyed in subfreezing temperatures somewhere with lots of snow. But, as with everything, giving this a shot without some know-how can be threatening to life, limb and property. Let an experienced winter camper give a few tips:

First thing, take lots of water. Melting snow for water takes lots of time as the water crystals are signifigantly larger than their liquid form. Boiling water in a well insulated bottle stays not solid all weekend, and one never minds having a warm beverage. Take stuff like hot chocolate and sugary drink crystals to put in your water as sugar is helpful in cold weather, which will be explained in a few seconds. Also, bring a pot to melt snow incase you need to. Always put a little water in the pot with the snow, this keeps it from just vanishing in a puff of steam when it hits the bottom of the pot. Ice is a better source of watter than snow, it's denser.

Take lots of food, especially food that is light, high in fat, sugar, and or starch, easy to prepare, and does not produce much garbage. Keeping lots of sugar and fat in your bloodstream is crucial, as your body can use all of this extra energy to heat itself, rather than using the energy you would normally have, letting your core temperature drop, and causing you to become exhausted and dead. Don't bother with the chocolate bars the say warm you and give you energy in trail shops. They are expensive and I have never encountered one that did not smell look and taste like dog shit. A Mars bar is cheaper and tastes much better.

Don't take alcohol. Two reasons for this. First, in very cold temperatures, a bottle of vodka can often be very very cold and not be frozen (it depends on how good it is). This can cause severe frostbite to your mouth and throat, not a good scene. Second, and more important, the warm, pleasant alcohol buzz will trick you into thinking you are much warmer than you actually are. Combined with smaller capacity for judgement this can lead to severe hypothermia and frostbite and, in severe cases, death.

Stay warm, but not sweaty. Dress in layers, not to 'trap a warm layer of air' but so you can strip layers off when you are exerting yourself. This is importan especially if you are wearing cotton, as cotton bonds with water and is very difficult to dry without a dryer. Being hot and sweaty while you work at some task leads to being cold and damp later. Some campers advocate changing clothes frequently, but I recommend just keeping cool (who wants to put on cold underwear?)

Sleep in the snow! This kicks ass. Make a big pile of snow and dig a cave out of the inside after it has settled for some time. This gets easier with practice. I recommend having four to five people sleep in each cave, as the extra people breathing makes the air warmer.

For more advice, check out what I say about sleeping bags, etc. in my camping node.

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