You're a tiny, a 3 inch tall humanoid creature that humans typically consider to be a pest. You were out scavenging in a human's home when you were suddenly captured and thrown out like some common bug. Unfortunately, due to your small size the cold weather of winter was extremely harsh and deadly to you, and you ended up collapsing in the snow, unable to move even an inch. You eventually end up passing out in the snow.
When you wake up you find yourself inside a dark, yet soft place. You couldn't move around much and it felt as if the place itself was moving. When you look up you see a human woman's face and you realize: you're in a human's coat pocket. Seems this human is your saviour because she must have found you in the snow and decided to put you in her coat pocket to warm you up.