Well, that is definitely one piece of "cloth" to use to start a fire. At least they are warming up now!
It was cute that she wrapped him up with her in her cloak to keep him warm while they were walking outside.
That question seems innocent but the answer could cause problems. Knowing him, though, he will find a way to avoid an answer or something will interrupt. We have already seen that he cares for all of the princesses so I am sure he has no idea who he would ask to marry him if he had to choose just one of them. He also wants them to be happy and he needs to get over his inferiority complex before he can take the step to ask even one of them marry him at this point since he doesn't feel he would be worthy of any of them.