Sounds like frostnip to me. Could be damage to just the epidermis, if that's the case it will go away in a couple days. If they start to blister up, it's more than likely to be a little more severe and is known as superficial frostbite, where the damage has occured below the epidermis and affected the dermis layers. If they start to blister, I would call your PCP and have him look and determine if they are frostbitten. For those folks who are diabetic, it can be a problem.
In Memory of LCPL Ralph Fabbri 9/29/89-9/28/10
Semper Fi, Brother