。
She really feels the cold.
Literal
She [topic-は] terrible cold-feeler is.
寒がり is a noun derived from the suffix ~がり attached to 寒い ('cold'). The base verb 寒がる ('to feel/show that one is cold') turns into a noun ~がり meaning 'a person who tends to feel X' — 寒がり ('one who feels the cold easily'), 暑がり ('one who feels heat easily'), 怖がり ('a coward, easily scared'), 恥ずかしがり ('a shy person'). The pattern is productive across emotion-and-sensation adjectives. ひどい here intensifies ('a serious cold-feeler'), turning the noun into a strong personal trait — almost a teasing complaint about how she bundles up at the slightest chill.