From what I've learned in life, people experience cold (and heat) very differently. Currently, we've had down to -30 C outside for a week now, and I know that to many southerners, that would not be simply "cold", "very cold" or "incredibly cold", it would be something like them going outside, clasping their hands to their ears and screaming "Ahhh!! What is it! What?!" It's beyond their imagination.
In Turkey when I felt like I was melting, the locals would walk around in t-shirt, shirt and jeans (!). On the flip side, they said it gets "really cold" in the winter, when it's +10 C!
I do not recall having read any good depiction in ASOIAF of how cold it actually is. In Dance Jon Snow "loses some skin" when he puts a finger on a piece of meat in a cold storage, which to me sounded rather exaggerated. In any real world situation, to lose skin you'd have to perhaps lick your finger and touch it to metal, as meat just does not have the heat conductivity required.
If memory serves, I think that the best descriptions of cold were in A Storm of Swords, during Jon's expedition north of the wall.
I think this lack of visualisation of the cold is due to the fact that GRRM is not from a truly cold climate. When it's "cold" in New Jersey (which is on the same latitude as Spain!), it is likely a somewhat wet cold, and snow and sleet makes it worse.
Here in northern Sweden, when it's -30C, it is a dry cold, so dry that moisture freezes on any surface, making the world fuzzy. When it snows, it usually gets warmer (and wetter). When it snows when it is really cold, the snow flakes are not really snow, but very, very small flakes of ice, with a texture like sand, running through your (gloved!) fingers.
When GRRM shows a snowflake drifting down beside the elevator on the Wall, to me, that sounds like warm weather. One large-ish single snow flake, that does not happen when it's truly cold. But I don't know if that was GRRM's intention.
I do not think you can properly extrapolate a description of cold, and I think GRRM knows this, and therefore purposely avoids being too descriptive. Also, it is worth noting that a true comparison would not be too useful, as a person in Westeros without modern clothing, low on food, etc might be much more susceptible to cold.