We present ThermoQuest, a self-contained wearable head-mounted display system for enhancing Virtual Reality experiences with temperature feedback. It's constructed with commodity hardware elements, featuring 6 Peltier elements on the rim of the headset touching the users face. We explain the design and implementation of an affordable wearable thermal VR prototype build with commodity hardware. In a user study with 15 participants, we show evidence for a significant difference in reported presence in VR between thermal VR and control conditions (p > 0.017) in a counterbalanced experimental setup. We end with a discussion and use cases of the presented VR prototype and similar systems.