Winter brings the excitement of so many different winter sports and activities - cross country skiing, snowboarding, snowshoeing, and winter running.
And just because it's cold outside does not mean you don't sweat. Sweating and winter don't mix since once your clothes get wet, they'll stay wet and that will make you cold. Plus if you pile on the layers, you won't be able to move freely which is really frustrating.
What you want to do is wear less. Make sure the base layer (that is your bottom layer) is made of a good wicking material - my fave is made from Smartwool. The wool fibers have thousands of tiny pockets which, like insulation in your house, act as a buffer against the cold. They absorb any moisture and then it evaporates, so both you and your clothes stay dry.
Over your base layer, wear a wind and waterproof jacket and pants. These should be flexible so you can move easily. And don't forget a hat and mittens - these can be easily removed when you start to overheat.