Are navy pea coats warm

They're not suited for Arctic weather, but for general cold/chilly weather, they're pretty good. Mine saved me when I was in Submarine school in Groton, CT, in the middle of February.

Of course just like anything else, what you're wearing under it is a big factor as well. If you're butt naked, it's not going to do much good, but if you're wearing dress blues or something else that's fairly good for cold weather they can be quite toasty.