Seconding much of this advice, especially high quality attire for the feet and the head. See also Suvorov's famous saying: "keep your stomach hungry, your head cool, and your feet warm." Russian flappy "Ushanka" hats (especially from real fur) are amazing. I am still trying to figure out a good compromise between hand dexterity and warmth, probably some high tech skiing gloves exist for this.

Qualifications: once visited relatives in Novosibirsk for Christmas.

edit: re: gloves: you know, it occurs me a simple thing you can do is have a kind of combination glove/mitten, where you have a regular thin glove but with an outer fur mitten pocket sown around it, so you are free to take the glove out of there if needed to manipulate something, or keep the gloves in the mitten for warmth if you just need to grasp something, like ski sticks or public transport handlebars.

I wonder if anyone invented that.

Or, you know, just get mittens and gloves.