The layer-on-layer principle
The task of clothes is to keep you warm and dry and it is not always easy to know what to put on. One tip is to dress using several thin layers, so you can easily regulate the heat by either putting on more or removing something. Closest to your body, you should have a base layer that keeps you dry and warm from the inside.
The material in the base layer is important, as it should be thin, comfortable and allow you to move freely. Good synthetic base layers effectively transport moisture away, keeping you dry even if you start sweating.