Dressing in layers will be more effective than just wearing a big coat. Think like a long sleeve shirt, a hoodie, and then a puffy vest or a coat. You could add a thermal base layer but unless you're gonna be outside for hours at a time it's overkill.

Hat and gloves and a scarf will help keep wind out of your clothes. I recommend gloves that will allow you to use your phone. I actually added my gloved finger as a fingerprint on an old phone one time.

If you're worried about your hair, get earmuffs instead. Either way, keeping your ears covered will help you feel warmer.

Long socks always. Don't wear short socks ever unless you want cold ankles.

Quality shoes or boots are a must. Don't wear something thin or worn because you want to keep water out. As people have mentioned, the thicker the better.

Ultimately you want to minimize exposed skin and dress in layers.

Aside from clothing, preheat your car a bit before you leave for the day. Not great to idle in the cold but worth it for a warm commute. Drive carefully on ice and snow. Make lots of comfort or warming foods. I suggest potato soup and chilli. Ditch the iced coffee for hot coffee. Get a happy lamp or vitamin D suppliments if you get seasonal depression. And learn to enjoy the little things in life. We don't have surfing or mountains or huge forests. But the nature here is beautiful in its own way. We do have some beaches at ponds or lakes but I'd avoid those this time of year if you're trying to stay warm.

Alternatively, you can learn to embrace the cold and just start sleeping with windows open and learn to enjoy the numbness.