I tend to overdress. The first mile or so you should be cold. Before your body gets warmed up.
For clothes I've found that a wicking layer under blue jeans and a Carhart-style shell works best. Thin merino wool sweater in between. Ski mask and lined leather gloves for head and hands. Loosely laced insulated hiking boots on my feet.
I'll be putting on the studded tires any day now. Don't want to fall and break a bone.
I love winter riding.
Nose-blowing is the biggest pita.