This is what we call 'Hokkairo,' a disposable heatpad. It's filled with iron powder, water, vermiculite, activated carbon, salt. And for some reason when exposed to oxygen it warms up. It's great to put in your pocket, slap it on outer clothes, or inside your boots or shoes.
The great thing about Hokkairo is that it's sold in most convenient stores and only costs about 40yen.