I'm originally from Florida, and I'm always the most under-dressed person in the room come wintertime. Just because you come from a warm climate doesn't mean you can't handle cold. What you're used to has surprisingly little effect on how you react to local weather. Even transplants from the north usually last a month into their first Floridian winter before shifting into the local habits. The phrase "it's 65 degrees out, why the hell can't I leave the house without a jacket?" isn't uncommon among this group of people.
What would make more sense is having your Brazilian underprepared. Suddenly the temperature drops to ten degrees and all you've got are a couple windbreakers, because what else have you ever needed in your life, and what do you do?
Then again, y'know, fiction. What makes sense isn't always the best story :-p
