Which continent lies entirely in the southern hemisphere?

Antarctica. Africa and South America both cross the equator, Asia and North America are firmly northern, and Australia sits wholly south but is the only other candidate - which makes the answer depend on whether you count Australia as a continent or as part of Oceania.

It has not always been down there. Antarctica was the centre of the supercontinent Gondwana, joined to South America, Africa, India and Australia, and it sat in temperate latitudes with forests on it. Fossils of the fern Glossopteris found on all those landmasses were among the first evidence for continental drift, and Scott's party were hauling Glossopteris-bearing rock samples on the sledge when they died - the specimens were recovered with the bodies.

It froze when it was finally isolated. Once South America and Australia separated from it, a current could run all the way round the continent uninterrupted, cutting it off from warm water from the north. The Antarctic Circumpolar Current is the largest ocean current on Earth and it is essentially a wall of cold; the ice sheet formed once it was in place, about 34 million years ago.