Occupational therapists frequently evaluate for sensory integration problems/sensory processing disorders. There are things you can do that can make it better over time.
I used to wear my jacket and gloves at school because they kept the classrooms freezing and I was always cold if I didn't. (I had Reynaud's phenomenon, so cold hands were incredibly painful.) My son (who has difficulty with sensory integration) likes to wear long sleeves, jackets, and gloves because the weight and pressure is calming and they protect his skin from encountering unpleasant textures.
