Animals curl into a ball, when they feel very cold.

Explanation

**Step-by-Step Solution:**

1. **Understanding the Behavior**: Animals curl into a ball when they feel cold. This behavior is a natural instinct to conserve body heat.

2. **Heat Radiation and Surface Area**: The amount of heat an animal radiates is directly proportional to its surface area. This means that the larger the surface area, the more heat is lost to the environment.

3. **Reducing Surface Area**: When animals curl up into a ball, they effectively reduce their surface area. By minimizing the area exposed to the cold air, they can retain more body heat.

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