These hardy types who think that 0 Celcius is not cold are to be firmly ignored. I am a delicate hothouse flower who immigrated to the Netherlands (and I now think that 0 Celcius isn’t cold, but I remember when I thought it was) so let me give you the benefit of my first winter in Northern Europe.
Leave your wide pants and wide sleeves at home, they only let the wind in. You want to wear nothing wider than jeans or khakis. Both jeans and khakis are fine, you wear them with nylons under them or (if you have tactile issues) knit stockings or long underwear. But nylons are as warm as the other options when worn under pants and are also cheaper.
The best socks are (believe this or not) those cheap ass socks you get for free on an airplane, assuming again that you have no tactile issues – that poly blend can put a rash on Dearly Beloved at a hundred paces. If you can’t get those, then get any synthetic blend with cotton or wool. Also, get some of those wool/felt shoe liners, cold feet are the Worst Thing Ever, unless it is sore, cold feet.
Get shoes that come up over your ankle. They don’t have to be padded and they don’t have to be snow boots but they do have to come up over your ankle. And at least here it is good if they are waterproof because it rains a lot in winter. Favorite is leather ankle boots treated with WD 40 to make them waterproof (and softer as a bonus!).
Wear camisoles or undershirts, not those worthless satin ones but knit cotton or if you can find it jersey knit silk. Then over that a long sleeved cotton shirt, over that a knit or quilted or fleece vest, or a blazer, then a coat. Whatever coat you have. I get the most use out of a ski jacket with two layers, but I also have a fuill length coat which is less practical but more attractive.
Heavy sweaters rarely come into play, a light wool sweater with a cotton shirt under it is much more useful – the cotton insulates and the wool keeps the wind out.
You must have a hat and gloves and a scarf. I never saw the point of scarves either until I moved. Believe me, a scarf is a mandatory item and you will freeze your ass off without it. Don’t get a narrow tube like thing; a wide pashmina shawl will serve you better than a 4"wide knitted thing with stripes.