Have a look at icebike.com, home of the winter cyclist.
The advice above is right on. Synthetics, windproofs, gloves and hat. The biggest problem is shoes. Most sports shoes are loaded with "cooling" features. You need some without mesh panels, and if neccessary water-resistant.
You can never be bright enough, and on dull days, use lights.
Use wider tyres than you would in summer, and if the road is wet, fenders make riding much more pleasant.