Steps. 1  1. Dress in layers. 2  2. Dress for the appropriate activity level. 3  3. Buy or find a pair of insulated boots.  4. Wear winter 1  socks. 5. Use a good quality coat, parka, or jacket.  6. Wear a base 1  layer. 7. Wear 2  a hat. 8. Wear gloves or mittens.  9. Hand warmers can be useful, especially if you don't have shelter handy.