@Molly Malone,
Is there a REI near you? Some of them will try to get groups together to do different activities. Maybe they have snow shoeing you can do? Or even Cross Country skiing (herein know as XC). Not only is it fun, but you can learn a lot from what others use for clothing.
Today, it was warm, in the lower 30s. So I wore a mil-surplus field coat with a fleece liner, a performance over shirt and a tee, wool hat and gloves. I was plenty warm, too warm in spots. I could easily un-zip or un-button each layer to adjust my temp.
One additional note: Wind chill. It can kill. Be aware of the winds at all times outdoors in the winter.