Many out there who starts a new game and wish to play as a Nord will surely encounter this bug which does not list the Nord's 50% Resistance to Frost in their Active Effect section.
I have tried several methods; one particularly seems to work;

* Start a new game as another race, I chose Argonian (randomly), play as far as when Hadvar and Ralof run into each other , then save the game. Open your Active Effect section as soon as your hands have been un bound to see if all effects are there (Argonian got; Resistance to Disease and Waterbreathing). Now save the game again (just to make sure).
* Now start the new game, choose Nord, then do the same thing. Save when you enter the keep. To make sure, check your active effects for Nords, if there still is no 'Active Effects' section or the Frost resistance effect isn't there... try this;
* Load your previous saved game as the other race (Argonian was my choice), check active effects and then load your Nord character savefile again. When I did this the active effects appeared to me.

* If you already got a saved file as Nord and don't have the frost resistance try this then, just create a new game, choose a different race, play until your hands are unbound and save, check your active effect section and then load the Nord savefile again and see if it works.

Hope this helps