Why do my fingers get puffy and swollen when it's cold?

This might sound stupid but im serious. From the middle knuckle of my fingers and up is where it happens. Its usually when its below freezing, like snowfall weather. But its usually when i come back inside like from taking the dog out, or getting mail, etc. but anyways, it gets like really smooth, very very puffy, and it feels as if my fingers are going to pop when i bend them or make a fist. Im basically just wondering if this is normal, or if i need to get it checked out. Because im actually netvous whenever it happens when of my fingers will pop, as stupid as that sounds.