Of course you wear your scarf/muffler, gloves, hat and coat.
But don't underestimate the difference that LAYERING can make. I am originally from Minnesota. And in my experience, the best way to dress against the sub-zero cold is:
1) Put on a cotton tank top. A thin clingy/tight one should do.
2) Next, put on a form fitting t-shirt, or a fitted long-sleeved tee. We are going for functional layers here, without a whole lot of bulk.
3) A sweater goes next, or a sweatshirt. One with a hood is always nice.
4) Then your coat. A good coat for this kind of weather has two detachable layers. Columbia and Northface are great brands for this. If it doesn't, then the cold might get to you quick. Make sure to keep the hood of your sweatshirt out of the coat collar so you can access it to wear.
For hands, wear thin cheap knit gloves, and then wear Thinsulate mittens on top of it.
Wear your scarf snugly over your nose, mouth and chin. Put a warm stocking cap on. Then put your sweater hood on over it.
For pants, wear some tight fitting long underwear, then put your jeans on over it.
You may look a little stiff, and feel a little funny. The natives might even look at you weird. But don't try to brave the cold like they do right away... you will not be used to it, and you will suffer for it. Think about your warmth and comfort first before trying to simplify it down like they do.
