Is she breathing in her hands to warm up... Or is she sniffing her fingers?

Huffing kittens, actually.

She's doing it wrong then. You're not supposed to accidentally the WHOLE kitten!

My sources otherwise.

See post #330789. I'm not sure how much you'd have to huff for a regular dose in Lucky Star.

I'd her kittens.

Though one wonders why on Earth she'd wear a skirt/shorts instead of jeans if it's this cold.

Because thighhighs are sexier.

「 こなた…遅いな…」

"Konata... you're late..."

Go to post #350622

Corresponding blog post:
http://tsuyuha.blog110.fc2.com/blog-entry-53.html