I share my office with another male colleague, I am a guy too. His window is open and it's cold, very cold. I am coughing, my feet are cold and my back hurts. How can I tell my colleague without looking like a wimp ? If I tell him I will lose any respect from anyone in the office.
If I were in your shoes, I would simply get up, go to the window and say "Would you mind if I closed the window a bit, Bob? I find it's a bit too chilly for my liking."
As a compromise, perhaps put the window on tilt so that some fresh air still comes through into the office without the full force of the wind blowing on you.
If he makes any silly remarks about your "masculinity", ignore it. If it turns into bullying, take it to the next level. Everyone has the right to work in a comfortable environment.
As someone working in Germany and having this situation arise multiple times with my German colleagues, there is only thing you can do: ask them to close the window, plain and simple. Just tell it like it is: "Please close the window, it is very cold and I'm uncomfortable".
Your colleagues won't base their respect on preferences regarding room temperature, but on the work you will do.
And please remember: this is a workplace, not some popularity contest. Plus, it's common sense to tend that the person in the same room with you is comfortable