You need a good base
Some call it baselayer; we call it long underwear. No matter what you call it, it needs to be super insulating, soft and comfy next to the skin, and have major wicking powers. That’s a lot to ask, but Iksplor’s cozy, all-natural merino wool long sleeve top ($120) and leggings ($95) checks all the boxes. They’re super soft, super warm, and not too bulky. They come in eight colors, too.