When physically active, the body produces heat. This is preserved thanks to the thermal insulation of the outfit. If your clothing is unsuitable, the body will get colder and blood flow to the hands will drop in order to retain heat in the upper body. The gloves and clothing must be fit for purpose to keep your hands warm.
If you're unsure about the size, it's always better to choose a slightly bigger pair of hiking gloves than a pair that is too small. This will be warmer