I have never figured out how the Scots and the Irish got started with kilts. I have been to both countries and it was cold even in July.
The greatkilt can be pretty warm, plus doubles as a bedroll.
Even the smallkilt can be comfortable -- some time back i had a gig piping for the "Christmas Ship" (party boat during Advent, toured Seattle's Lake Washington front evenings). It sometime went enough below freezing they were salting the pier, and my fingers would be thoroughly numb in under 5 minutes, but in the ca 1900 military uniform I wore, including regulation smallkilt (belted kilt), the rest of me was quite comfortable.