I am convinced that I will come down with cold/flu if I breath too much cold air. When I walk in the cold, I always wrap a scarf around my mouth and nose. If I don't, the cold air will give me a sore throat. That sore throat will act as a Petri dish for illness to develop and spread into my lungs or nose.
I know plenty of medical professionals and all of them tell me that that is not how it works, but I have a datum of proof. In my first year of university, I had a nasty, persistent respiratory infection during the late fall/early winter. To keep my throat warm while it was recovering, I started wearing a scarf and my illness went away quickly. After that, I started wrapping up whenever I was walking to class in the cold and never got sick again.
I am now used to wrapping my face in the cold and feel wrong without it. When I don't, it seems like I am more likely to come home with a scratchy throat. I can definitely say that many of my flus start in the throat (though it could just be that the first flu symptom I tend to notice is the sore throat).
Except that I am using a very porous knit scarf as a mask and only masking up outdoors (the opposite of proper masking).