Zuko is on the prow when the sun rises, as is her custom. She would imagine the first touch of the warm rays as a gentle kiss upon the scarring around her left eye were it not for the fact that she has been exiled from her home until she can bring back the missing Avatar. This is the one thousand one hundred and second sunrise she's seen since that day and it still leaves her cold.
To be entirely fair, the air is also fairly cold all by itself, when you're sailing this close to the south pole. Which is why she is bundled up in a thick parka. She'll shed it when she starts her morning kata, but it's a sensible thing to wear this early in the morning, before you really start moving.