What you should bring with you in terms of personal winter equipment:

thin finger gloves (as inner gloves)

Finger or mittens 

Warm hat or ear band

Scarf or tube scarf

thick winter jacket that keeps you warm in the cold

Snow pants

Fleece

long underwear (which keeps you warm)

thick winter socks

warm shoes intended for minus degrees

Belt

Lip Balm ( Labello)

Sunglasses

Ski goggles

lenses are recommended for spectacle wearers, as the plastic of the glasses can become brittle in cold temperatures

Headlamp with spare batteries

Sun protection, lip balm

Daypack

Slippers

and what is of course very important for those who have to take medication 

as a tip, hand warmers and foot warmers e.g. . The Heat Company