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How do you stay warm in a neoprene wetsuit? Take it off.
Unless you are in an oppressively hot climate, continuing to wear a wetsuit after the dive is robbing you of body heat without you even realizing or feeling the loss. This is because a neoprene wetsuit that is still wet is effectively functioning as an evaporative cooler. As the moisture from the surface of the wetsuit evaporates this process will draw heat away from the skin. Yet because the water closest to your skin is being warmed by your body, you do not feel colder even as your core body temperature is gradually dropping. Even in the summer, we've seen divers standing on the boat deck still wearing a wetsuit after their dive actually start shivering even though they are no longer in the water and should be getting warmer not colder.
The best solution to getting warm is to remove your wetsuit and dry off, then put on warm clothes or a coat. Drying your hair and keeping a hat or towel over your scalp will help too, although losing the most body heat from your head is just a myth. The most important factor to keep in mind is the wetsuit that is still wet is not acting as an insulator when no longer in the water, regardless of how it might feel. We understand you don't want to take it off because it will be unpleasantly cold when you have to put it back on for your second dive, but that just helps prove our point about evaporative cooling. A compromise solution is to put something on over the wetsuit to reduce the evaporation, such as a jacket or boat coat.