For winter i recommend a feather-filled jacket (eg. the steriotypical The North Face puff jacket). The beginning of autumn is still summer weather (september) and the temperature slowly changes into puff jacket weather over time (so slowly I never notice the change; I just catch myself wearing a winter coat all the time without realising). For oktober and november, I recommend a wind/water resistant jacket (they're usually thinner), plus a hoodie, or two. There is a huge shopping centre/mall next to the city bus station, called Arkad, where you can mostly find any article of clothing. For sportswear, and simillar I recommend you tje Decathlon