In this article Aurora explains the importance of layering your clothing in winter. There are three layers that you need the inner layer, the mid layer and the outer layer. The inner layer needs to be something like merino wool that is moisture wicking in case you sweat. The inner layer needs to be full length to cover you whole body with a turtle neck. The mid layer should be fleece to keep you warm. The outer layer is not really for warmth but more water and wind proof to keep you dry.
This article will really help me dress for doing outdoor activities in the winter like skiing because I am naturally a very cold person. Even when I am out skiing in class I will use this to help me dress to stay warm.