The brain teaser of a cold joke is that the answer is an idiom with an explanation.

Blue knife, blue gun, invulnerability (blue)

A man dressed in gold is a blockbuster (a golden man)

Bees sting on the calendar, and the weather is beautiful (bees and calendars)

Walking in the street, falling down once, getting up and falling down again. again and again

Lamb, pig and puppy race. The lamb panted and ran to the finish line. Hold your head high (the sheep is not breathing)

It's cold enough ~