Hi, as an international student, I am feeling so cold here in the UK. I just have an extremely silly questions regarding the winter wardrobe?

Do you people wear thermals, or warm innerwears like tights inside your jeans or pants? Is it common? Because I wore only jeans and the next day I got fever? I understand on days when we have parties and all, so some might pull a skirt or any other things...but on days say, when you have to sit in library or classes?

I feel silly to think what if someone saw this? Am I weak?