apricissimus 

I think he means, try not to over dress.

You should expect that your body will generate excess heat as you ride, even in the winter, so even if you are comfortable when you first start riding, you will become hot and sweaty before too long. If you dress appropriately though with not too much clothing, you'll be cold at the beginning of your ride, but you'll be comfortable for the rest of it.

One thing that's great about riding in the cold is that you can more easily regulate your body's temperature by adding or removing clothing. With a little experience you'll figure out what works best for you.