An Indian and a white man are traveling together.
It's cold and the white man is shivering. The white man is all bundled up and the Indian has very little on (i.e. pants, no shirt) and his blanket.
The white man complains about the cold and doesn't understand why the Indian isn't.
The white man asks the Indian how he stays so warm.
The Indian asks if his face is cold. The white man says no it isn't.
The Indian replies, "Me all face."