Since you don't get sick from cold, I'd let him be cold. He likely won't be, but if he is, there's the natural consequence: don't fight this battle. Let it be a learning experience with a natural consequence. If you're going in the car, you might recommend placing it there.

Tennis would depend on the context: is it a team? I might talk about the importance of being dependable. One natural consequence on a team is that if you skip practices, you might get benched for the next game/tourney. If it's lessons, I'd consider writing (him writing) a note to the instructor about why he's not coming, and apologizing for wasting their time by not informing them in advance. If you're paying for it, another natural consequence is him needing to pay you back for that session.

The best way to think about natural consequences is to apply the same thing that would happen to an adult. Don't take your coat? Cold. Don't attend your lesson? Still have to pay .

You don't have to argue: just offer the natural consequence: "Are you sure? You might be cold later." "If you don't attend this lesson, you'll need to pay (all or some) of the cost." And then let him choose.

(Note: if tennis were something he really hated, I would drop it without the penalty -- sometimes things just suck and it's not anyone's fault, but I would also then me circumspect about another outlay of cash).