Aquatic birds, as well as many perching birds, don’t require additional clothing, for temperature is regulated internally. These birds have a counter-current heat exchange system between the arteries and veins in their legs. Warm arterial blood flowing down to the feet passes close to cold venous blood returning from the feet. The arterial blood warms up the venous blood, dropping in temperature as it does so. Once in the body, the temperature returns to 41oC and the cycle is repeated and the feet stay a rather constant temperature, above freezing.
When walking on ice or swimming in icy waters, the feet approach freezing but never reach it. Both humans and some birds also practice sitting on their feet to keep them warm. Standing on one leg or sitting on the ground may help warm the feet. The feet may be cool but the heart stays warm.
Possible exceptions do exist. Frostbite can occur during very harsh winters, or when there is a sudden temperature drop. Allowing your goose or duck to play in the snow or ice skate after being cooped up for days may bring on frostbite since the feet aren’t acclimated to the abrupt change.
The counter current blood flow also allows the birds to cool themselves if they get too hot during the summer. Although not a perfect system, it beats changing before going outside.