He knew it wasn't just the snow and the ice around him that made him feel cold. There was also an icy grip that clamped around his heart, threatening to freeze it over. He could feel it strengthen every time he reminded himself of how much farther away he was from being to go home again. He was no closer to capturing The Avatar, and now not only did he lose his ship and crew, but his uncle could also be considered to be as much or even more so a traitor to the Fire Nation than he was. It all felt like he was trapped in a spiral of failures, and that no matter how hard he fought, he'd never be able to get any closer to the top.
As he sits and broods in the small raft he shares with his uncle, he feels warm cloth be pulled down on his head. He looks over his shoulder to see Iroh's smiling face as the old man tells him, "You should try to keep yourself warm. It's going to be a while before we reach warmer climates and it wouldn't do if you froze to death before then."
Zuko mumbles a 'thank you', put off from his depressing thoughts by the caring and kindness. He quickly readjusts the snow cap that was placed on his head and begins to feel the coldness thaw as he remembers that he isn't as alone as he thought he was.