No.
Likely because I'm not used to it, and it's not a common practice here. The climate here isn't cold enough for having more than 2-3 layers.
Personally, I can feel the clothes' weight. Whether the materials are light or heavy... But it's not just clothes, but also accessories.
Then there's being thin or thick. I can sense them too.
Whether it's my bra, my shirt, the blazers or jacket, the scarf, the hat, the necklace, the earrings, my ponytails... Even my glasses, my socks, the shoes, things in my pocket if they're big enough, my watch...
Semi-consciously consistently throughout the day -- I can feel them most at the time and even as I type this.
Sometimes I prefer certain weights of the items above before going out. Sometimes those weights gave me a form of security to roam around, and certain covers without feeling too exposed.
Then when I go home, I'd take most of it off in an instant.