The most common and most likely answer to this crossword clue is the 8 letter word EARMUFFS
E
A
R
M
U
F
F
S
More clues leading to the result EARMUFFS
Buddy explains!

The straight part
We know that "they keep you warm" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they keep you warm = earmuffs.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does EARMUFFS mean?
EARMUFFS noun- Objects designed to cover a person's ears for protection against cold or noise. They consist of a thermoplastic or metal head-band, that fits over the top of the head, and a pad at each end, to cover the external ears.