Monster Sanctuary

Before anything else, I highly recommend the wiki for this game: https://monster-sanctuary.fandom.com/wiki/Warm_Underwear It's surprisingly well-detailed for an independent game.

You'll want to have level 20 monsters before you head to the snowy peaks. You'll need the double jump boots and a flying monster (like a Vaero). Jump over a long spiked pit in the far left of the mountain pass. Continue left until you reach a teleport stone, then go up, and take a bridge back to the right. Look for a hut here.

The lady inside will make you warm underwear if you bring her a piece of Raw Hide. You can find one in a chest below the hut, or as a rare drop from a megatuar. It's also given as a reward for reaching 24000 strength with the monster army. You might find some in the infinity arena, too.

Once you have the warm underwear, return to the teleport stone, and jump in the water. Go right to the fight with the oracle's champion, Akhlut. He's weak to fire, resistant to water, and has water and wind attacks. G’rulu and the Spectral Lion were the MVPs of the fight for me. Applying multiple stacks of burn with Magmapillar or Magmamoth is a winner, but could be weak to Akhlut's water attacks. Win this fight to earn the achievement.