I wear leggings under my jeans. I've even worn leggings under black tights with a dress lol. Boots (even little ankle boots) really help with keeping your feet warm!
Layering with shirts, sweaters, and coats/jackets is important haha The wind can really get you though so some jackets are just terrible when its cold & windy because it just passes through the fabric and chills your bones lol
i am used to this weather so i usually just wear a jacket and jeans but for seriously cold weather i wear: black wool tights thick fuzzy socks, over that and jeans over both of them then i put on leg warmers over my jeans and then my winter boots. for my torso, i wear my regular bra, tank top, and a long sleeved shirt, with a warm jacket over that and a scarf over my jacket. and usually have on ear warmers or a warm hat.