at first, qhy doesnt the cold make an impression on the man?

The man had experienced cold before but not like in the Yukon with all the variables that can take place in the wild. The introduction suggests that the man thought he was up to the challenge of the Yukon in winter. He felt that he could handle whatever nature had in store for him,

"the absence of sun from the sky, the tremendous cold, and the strangeness and weirdness of it all - made no impression on the man....It did not lead him to meditate upon his frailty as a creature of temperature, and upon man's frailty in general, able only to live within certain narrow limits of heat and cold."

The man, of course, could not handle the variables that nature could inflict.