If it's not super cold (not 25 degrees or less), get cheap football receiver gloves at a sporting goods store. The top-of-the-line ones can be expensive, but there's usually some cheaper ones, and often some clearance gloves. The tack on the gloves really does help you feel the racquet as opposed to normal gloves.
I play an outdoor sport called platform tennis in the winter (half the size of a tennis court, surrounded by fences (screens), and can play off the fence). It can be very cold and that's actually good because then the high density foam ball is dead and you have more control. Anyway, it can be painful playing when your hand is exposed to single digit temps and a little wind (which was what I faced on Monday). I hate playing with gloves, but it was just too cold, so I tried the receiver gloves. Again, great for actually feeling the paddle, but they weren't great for very cold temperatures. They'd be fine for 25 or 30 degrees and above, but not enough insulation for lower temps.
Also, I've realized that it's sometimes it's just better to warm up with the warmest gloves u can find, maybe play one or two games. You'll be surprised at how much your body warms up if you are dressed properly (bottle that heat in with a good hat, where very warm socks and multiple layers of clothes), and once you're warmed up, you can remove the glove. I'm always amazed when I start a platform tennis match at 8 degres or 10 degrees, thinking I want to stop because I'm hating the cold, how warm I get after a little play -- enough to shed a layer of clothing and take off my gloves.