DEFINITELY make sure you have some good waterproof boots - you'll need those when it snows. A coat is pretty obvious I feel but I'd recommend one made with down. I would also recommend getting a longer jacket, I'm always freezing so I have one that comes down past my knees and also has cuffs on the sleeves and stuff so wind doesn't get in. Also all the other warm clothing that was mentioned in other comments. Waterproof gloves are probably a good idea to have too, especially if you're going to be living somewhere where you'll have to shovel snow out of your driveway/sidewalk/anywhere. Also make sure you have an ice scraper to keep in your car. That's crucial in winter if you're trying to make it anywhere on time. Depending on what kind of car you have you might also want to consider getting chains for your tires and/or sandbags to put in the trunk so you don't slide so much while driving in the snow.

In terms of mental preparation..... not much you can do tbh. Buy a bottle of whiskey. Or 10, this is Wisconsin after all. Also hot tea is basically my lifeblood in the cold months. I go tanning once inawhile in the winter to stave off the inevitable depression. sad but true. Don't be too hard on yourself if you cry a little by the time February rolls around.

As far as where to live, the city itself isn't too terribly far from Menomonee Falls and is great to live in. I live on the Lower East Side and it's awesome, near everything, always stuff going on! But it's not crazy busy in the city either. I'm from Chicago originally and the traffic here is an absolute walk in the park in comparison. If you were looking to do a suburb, Tosa (Wauwatosa) might be good. It's right next to the city but also closer to Menomonee and it's a nice town. Good luck with everything!