There are some exercises you can play to warm up your fingers (especially when the weather is cold). This is very good and helpful, but not so fun after a while.
What's the shortcut for this?
Well, get yourself a bucket (or whatever you can find to store water with) of warm water, put your hands in there and start moving your fingers.
Do this for a about 30 seconds and use a towel to dry off your hands (or your shirt, etc.).
Now sit down and play. Don't stop to take breaks though, because you would have to warm your hands up again.