I'm sure the weather in NJ is not quite summer time weather yet so, as expected, your tiny pup will be a bit cold when going out. You can always get a little doggie sweater for the dog if you want. But, the dog will get used to it in a few weeks. Nothing to worry too much about.
If it is noise she is afraid of, just act as if it is no big deal, don't coddle the pup, just keep going. Don't force her into a situation where she is showing a great deal of fear. Go around it or away from it. But now is the time to expose the pup to lots of things so her fears will subside and she will be used to them (noises, people, kids, trucks, etc.) as she grows older.
There's real good information in the links provided above.
Good luck.