Frostbite (or congelatio, to give it its technical term) is a condition caused by extreme cold, resulting in skin and tissue damage. Frostbite may be recognised by discoloration of the skin, a burning or tingling sensation, partial or complete numbness of the affected area, and possibly intense pain. Severe damage of nerves and blood vessels brings the threat of gangrene, and amputation may be required. Frostbitten skin darkens after a short time if untreated. Skin destroyed by frostbite is completely black and looks loose and flayed, as if burnt.
Stretched earlobe piercings tend to have reduced blood flow due both to the stretching and the constriction/pressure from the jewelry itself. Additionally, in winter months, hollow tunnels, especially metal ones, can very quickly cool and even freeze the earlobe as the wind blows through them.
This risk of frostbite can be minimized by either keeping earlobes covered in the cold, or by taking out the jewelry. If an individual's earlobes are large enough, they can be looped over the top of the ear to keep them both warm and out of the wind.
If you do get frostbite, see your doctor immediately for treatment, and be willing to downsize your ear to let it heal. Frostbite can lead to Necrosis and the loss of body extremeties.