Northern Canadian here. Your worst enemy in the cold is wetness. As others have said, layers are key. Silk and wool are top of the list, but synthetics are okay, too. Silk and wool are expensive, synthetics are cheaper. Do NOT wear cotton. Cotton gets wet and stays wet. It truly sucks in cold weather.

Sweating makes you wet. You have to match your layering to your activity. If you are going to be active, don’t overdress. You should feel chilly when you first start your activity. A common trick is to layer up, then take off your parka to do physical activity, then put it back on when you are done with the activity. Some jackets have pit zips that you can open to shed excess heat. If you are going to sweat, plan it so that you end up indoors somewhere you can dry out. Don’t sweat and then plan to stand around or sleep outside.

If you are going to be mostly standing around, you need big, bad-ass Baffin-style boots, which are heavy. If you’ll be moving around, you can use insulated hiking boots and wool socks. Bring extra underwear and socks because they get wet.

Mitts and a touque are mandatory. Bring two sets because they get wet. Gloves are much less warm than mittens. You can layer that, too. A very thin synthetic glove inside of a mitten works when you need to take off your mitts to work on stuff. It is also worthwhile to get a thin, synthetic balaclava to help prevent wind burn and frost bite. Fingers, toes, and cheeks are the most susceptible to frost bite.

Grow out your beard if you are a dude.

In terms of less intuitive tips, as someone else said, if you start getting cold, expelling urine and faeces really does help. Also, stay hydrated. You get cold when you get dehydrated. You may not even feel thirsty, but cold air is dry air and you will get dehydrated quicker than you think in the cold. Especially if you are shoveling snow.

Shoveling snow sucks, so people tend to rush. The key is to go slow, especially if you are older. You will build up heat rapidly if you are shoveling. Avoid sweating too much, unless you have somewhere warm to dry off. Even if you aren’t shoveling, manhandling a snowblower will make you sweat heavily, too.

Scrolling through I don’t see this tip I was made aware of when going up north: shower in the evening. I’m not sure it makes any significant difference, but the logic seems sound; while sleeing you build up a protective layer of fat on the surface of your skin, face especially. It helps against the cold, so don’t rinse it off in the morning.

Vitamin D supplements. You’re not gonna get much sunlight, and you need vitamin D not to get depressed.

The locals are used to seasonal depression. Foreigners tend to have a hard time with it.

I don’t live so far north, but good, light, waterproof boots. Of course, everything else people recommended already - good gloves, socks, jacket, and layers. But for me personally, boots would be the most important.

There’s a lot of good advice here already, especially that wool is the gold standard - nothing synthetic cuts it. I want to add that the absolute key is about layering, and not over-stuffing.

What keeps you warm is primarily the air trapped between your layers, which means that three thin layers can be a lot better than one thick layer. This also means that you will be freezing if your layers are too tight. If you have two thin layers, and put on a sweater, and that sweater feels tight, that likely means you’re pushing out the air trapped in your inner layers, and they won’t be as effective. The same applies when putting on a jacket.

So: You want a thin base layer (think light, thin wool shirt + long johns), then an optional medium layer or two (slightly thicker wool shirt, I have some in the range of 200 grams), and finally a thicker sweater for when you’re not moving. These should increase in size so that they can fit the thinner layers underneath, and you want your jacket big enough to fit all the underlying layers.

Finally: When you’re moving around, you will get stupidly warm and sweaty unless you take off clothes. It’s better to take off some stuff and be a bit cold for the first 10 minutes of moving than to get sweaty and be cold for the rest of the day. If (when) you do get cold, running in a circle for 10 min will fix it (run at a calm, steady pace, if you’re really cold it might take longer to get warm than you think, but you will get warm if you move).

In short: Being in a cold climate is just as much about how you use your equipment, and how you activate yourself to stay warm, as it is about what equipment you have.

Gin and tonic

Thermal underwear, fleece or wool sweater preferably a thin fleece and a wool sweater, wind/waterproof jacket, fleece pants, thick hat that you can really hide under, big thick gloves maybe two pairs cause it so boring when they get wet. Plus 2x pairs of woolen socks and snow/hike boots that are 1.5-2 nubers to big so you can get the socks on and not feel its too tight, toes need air and blood circulation. Weird extra tip if you start to freeze and everything seems normal, try go poop that is also a big heat drain.

Extra mittens and gloves. If you’re working otdoors, you’ll appreciate keeping your hands warm.

When I worked in circumstances like that, I used super large mittens, and they were worth it. You should pick up mittens that have a leather outer shell, removable soft inner mittens and enough space for you to also use extra gloves inside. In cold weather (-25 °C), I used all three layers. When it was warmer (-10 °C), I just used the outer two layers.

When the temperature begins to approach zero, sunshine can melt some of the snow during the day, which will make your mittens wet and your life miserable. For situations like that, you should make sure the outer layer of your leather mittens can deal with water. If that’s not an option, you should bring some spare mittens with you. When the mittens and gloves get wet, you need to try to dry them during breaks. After work, hang them to dry in a warm place, so that they will be ready for the next day.

If all of these fail, you’ll be working with wet hands all day long. Doing that for a few days is annoying, but not a huge deal as long as you keep your hands warm enough. However, prolonged exposure to wet gloves began to dry my skin, so I had to get some hand lotion to fix that. If you have sensitive skin like that, buy some hand lotion from the nearest supermarket.

Troll-slaying ax, and some woolen socks.

Bojangles

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A thick coat

Northern scandinavian, here.
This depends on where specifically. Near the ocean it’s not that cold at the moment (well, depends what you’re used to, I guess. I get around fine with t-shirt and a light jacket. Temp varies between 5C and 15C nowadays.

But in general, I suggest you bring a sweater , some woollen socks, and a jacket that can handle rain/slush/snow. Staying dry means staying warm. Dressing with layers is better than one thick coat.

Snow will set in soon, though, so if you’re going to be working outside I recommend some gloves. Preferably two pairs, so one can dry off while you’re wearing the other pair.

May I ask where specifically you’re going? Coast vs inland makes A LOT of difference. Humidity can make 5C near the coast feel colder than -20C inland. Plus wind isn’t as much of a factor far away feom the ocean.

Layers are important for your clothing. You don’t want to get too hot if you’re working outside. Breaking a sweat will make you freeze, so you need to be able to adjust throughout the day.

Layers - get a good base layer, merino wool is the gold standard for these. You also want to get a neck gaiter, plus some merino wool socks, and some kind of cap. These will keep you warm and dry throughout most cold weather. Add more layers on top when outside, and remember to remove layers proactively if you feel yourself starting to sweat - it’s never a good idea to be wet in cold weather. The base layer will make physical exertion a pretty hot affair quite fast, so you’d be surprised how fast the sweat starts pouring.