For those of you who don't watch Game of Thrones, "winter is coming" is a common saying among it's surviving characters. When one has spent most of their life living in the sunny plains of Australia, Brazil, South Africa or a South East Asian country, it can be safe to assume he or she doesn't know how to dress for a cold destination. This certainly was the case for me before I spent two years living, working and travelling in Europe. Let me impart my expert knowledge, starting with the inner layers and working our way to the outwards.
Think of choosing underwear which is made from wool. Wool is the ultimate travel material as it behaves tremendously well in numerous situations. The wool fibres trap heat in when it is cold. When it is hot the fibres open up to allow air to pass through. As a result wool dries faster than other organic material. It is this property which makes wool anti bacterial as bacteria thrives on wet surfaces. If you have the budget I recommend going for merino sheep wool. I own, use and recommend Ice Breaker underwear and other clothes in general. If you find your skin is incompatible with sheep wool, alpaca wool could be an alternative. The alpaca wool is thinner and has similar warmth capabilities of merino wool.
Just like your undies, select wool for your top and bottom thermal layers. Most base layers are a tight fit to ensure the cold air is unable to pass through. I like to wear a polyester fleece jacket rather than a puffy jacket over my first base layer. This is because the puffy jacket takes up more room, is harder to wash and doesn't dry as fast when wet.
When snow melts yep you guessed it, it turns into water. Therefore when it comes to jacket and pants I recommend to wear something waterproof. For those with a higher budget goretex is one of the best waterproofing and breathable materials on the market.
Head and Neck Wear
I personally don't think the material for a beanie is that important as your base layers. An acrylic or woolen beanie should do its job. A scarf is important in keeping the wind from your neck. A more compact alternative is a sport snood which can wrap both your neck and all the way up to your nose.
Ideally you want to have gloves which are waterproof. This allows you to throw snowballs are your friends without your gloves and hands getting wet.
Long thick woolen socks is the best way to shield your feet. As for shoes I recommend hiking boots for the extra grip and ruggedness. Don't forget to choose boots with a waterproof exterior.
Knowing how to survive the cold will ensure you have a splendid time spectating the Aurora Borealis, Harbin Ice and Snow Festival and Winter Olympic Games. A general rule for shopping for a cold destination, is to think of wool for your inner layer and waterproofing for your outer layers