Player from the Calgary chapter in Canada. We were playing in snow last year from September on.
Waterproof footwear with hiking socks or any socks made for cold weather, at least 2 pairs a day and change them regularly.
Thermals keep me warm all day and night, an extra pair wouldn't hurt so you can change them as well.
Gloves are great to block wind on your hands, and Walmart had a simple black leather pair that looked in genre and keep me warm. Hand warmers in those and boots are great.
Wool cloak! I got wool from my local fabric store and made a simple game of thrones style cloak that required minimal sewing. I added some fur for looks but depending on how big you want it you don't have to sew it. That will block wind and snow beautifully, and holds the heat.
Layers are super important throughout the day and adding them as the sun goes down. I keep a simple long sleeve black, green, and grey shirts in my bag for colder games, to wear under my tunic.
Taking your outer layer or cloak off when you are inside. That way you won't sweat inside them and then go back out into the cold. Hang them up, let them dry off a bit, and enjoy the warm tavern.
I also keep a simple black toque (beanie for you guys i think) a stretchy winter hat, to keep my head and ears warm. It sits funny because of my horns, but what can you do.
An extra fluffy blanket can double as a cloak as well
Always bring extra clothes! Take breaks if it gets too cold. Make sure your taking in fluids. My favorite is a mug of hot chocolate cause it warms my hands up while I drink it.