Student Ariadna Esbo, 19, flew in from Spain to see the One Direction star on the European leg of the tour, which kicked off in Paris last week.
"We have been here since Wednesday and we have been really cold," she told Mail Online.
"You really feel it at about 7am, but we have three layers, three pairs of socks on and we are keeping warm in our duvets.
"My mum knows we are coming to the concert, but she thinks we are spending out other days at tourist attractions, not sleeping out here."
The star's fans appreciated his hot chocolate and pizza gesture, with one tweeting: "So Harry's staff just came with pizzas and hot chocolate for us ... everyone is so kind and unreal."
"I love him, Harry going by example and treating people with kindness. He bought fans pizza & hot chocolate," wrote another.