American Kraut - Welcome to the world of chickens! and to the thread!
I do believe chickens have nerves in their combs, they must to feel when you touch them. Getting frostbite on your birds pretty much sucks, but in this climate, the only real way to avoid it is to get breeds that have more suitable combs for the climate, like pea combs, cushion combs, or walnut combs. Some rosecombs can handle it, but with those who have the longer spikes on the backs, they too get bitten off in the cold. I keep single combs anyway and find that those kept inside and DRY will suffer less frostbite. If they get wet in rain or slush or wet snow then it gets below 20-degrees, they will get damage. Now, I am mostly referring to the males. Females with larger single combs will get some damage as well in those cases. I have Welsummers and the males just can't make it through without losing half their combs and half their wattles. It is not fun to see that happen to them, but it is what it is. I love the breed and even with the use of Vicks or Bag Balm or Vaseline, I have not been about completely stave off frostbite on that breed. However, I used to breed Minorcas for the last 4 years (decided to cut back on some breeds this year and they went), and those birds got very little if any frostbite, and I am certain it was because their combs were thicker and therefore had more heat going to those parts. I don't add heat and I don't believe in adding heat and I even go so far as advising against adding heat to coops except for brooding chicks and juvies. What I do advise is keep your coop and birds clean and DRY DRY DRY. However, as many of us experienced this year, there are days when the humidity gets so high that keeping moisture out is near impossible.
Now, to plug my favorite breed for this climate... BUCKEYES!!! They are a fantastically hardy breed, developed as a northern bird that will withstand the cold. They are also (in my opinion) the perfect dual purpose breed which will produce a very good number of eggs and grow a very substantial carcass in a relatively short time compared to several other dual purpose breeds I have bred and raised. My Buckeyes have indoor/outdoor runs, and not a day goes by that they are not out in that run. They are the least bothered by the cold. They are also a very calm and even friendly without handling kind of breed. Rarely is a male aggressive toward humans and even aggression toward other birds is somewhat minimal, although, the hens do like to dominate other breeds when I turn them out on pasture.
Also, I find good sized Easter Eggers with small combs to hold up well in the cold, as well as Ameraucanas, Cochins (thought not great egg layers, are super friendly/calm).
Good luck with your start and enjoy this new world you are entering. It will take over your day in a hurry, but also in a good way. Just know, you have plenty of support here!