Well, the wind is your enemy. You have to wear stuff that cuts all the wind or you'll get cold. Learn to use a wind-breaking coat with a hood to vent quickly and warm back up when needed.
Then vests layered underneath. Don't put lots of layers on your arms, or else when you bend your elbows you'll crimp the blood supply and make your hands get cold.
Really warm hat, and learn to use a hood as your venting system.
Boots have to be larger than normal, no constrictions of any kind. Thinsulate insulated. Wool socks with a synthetic liner.
Mittens are warmer than gloves, but a handwarmer muff is better than both. Keep your arms straighter and looser if possible to keep the blood flowing.
A fleece neck gaiter is a handy venting mechanism too. And a facemask to get the wind off your face, but make sure it has a hole for your nose and mouth both.
Mostly, get outside often and you'll get acclimated no matter how cold it gets. It hit zero today and felt relatively warm!
