Do any Canadians think that 0 celsius is VERY cold outside?

No, but it can feel pretty darn cold if it's damp and windy and you're outside in light clothing. It's all relative. This warning is obviously aimed at Floridians who generally have warmer weather and may not be totally prepared for freezing weather, visitors who think it never gets cold in Florida, and citrus growers who really need to know about this kind of sudden freeze.