Control the Cold

I've been to Europe once and it was summer. But all my friends warn me - do not go skiing without thermal clothing, it is terribly cold there in Switzerland.
Well, I guess they do not have an idea how cold it is in Russia now. A distant relative living in Russia says that they are nearly frozen there. I guess, I won't feel the same but just in case I'll get myself one of these very warm things.
You think of it, too, if you are going to deal with snow.