"People are telling me this is warm. That's bullshit. This is cold,'' he said as he shivered through another interview.
Marshall warmed up when looking ahead to the third edition of the Four Nations.
"You just look at the quality of the players in every team and there are players who excite you,'' he said as the Kiwis seek to defend the title they won last year against the Kangaroos.
"If fans are looking for excitement they just need to turn up at any of the games and the teams will provide it.''
Marshall is in his third year as Kiwi captain since taking over from Nathan Cayless after the 2008 World Cup triumph.
Two years ago he led the Kiwis here on a campaign which foundered against England in Huddersfield, the home side winning to qualify for the final.
But Kangaroos coach Tim Sheens said Kiwis were the team to beat,
"There's a lot of expectation on us but we've got a lot of work to do to overcome the Kiwis who hold all the trophies at the moment, let alone England on their own soil. It's going to be a good series,'' he said.
The series is yet another swansong for Australian Darren Lockyer, whose final year in the game has been one of the longest sporting farewells ever.
"It's been an enjoyable part of my career coming to England playing against other nations, but particularly England. There have been some great memories there and hopefully there'll be more over the next four weeks,'' said Lockyer.
The rest of the Kiwis had a recovery session after a rugged workout yesterday and Kearney is expected to confirm on Wednesday night his side to face Australia.