As someone born and raised in Florida, there are maybe 2 times in my life where I've had the fortune to see snow. Once, on a mountain in Switzerland, and once in Colorado during the summer, when there was a pile of it that hadn't yet melted. As such, I wasn't entirely sure what kind of clothes I should be packing when I learned that my family would be taking a trip up north this winter, but I've come to find that the process is more complicated than one would expected.
In the first place, you've got to make sure that you're buying clothes that are made of the right material. Clothes that are 100% wool, while they may be more expensive, are more likely to protect you against the frigid weather you'll experience. Wool thermal underwear, both and upper and lower layer, is a must. While thermal underwear shouldn't be so tight that it's uncomfortable, it should be tight enough that it won't let in wind or cold. Socks made of wool are also essential, especially if they're compression socks. Jackets should be wind and waterproof.
If you're going skiing or doing some sort of winter sport, you should look into getting a good pair (or 2) of snow pants. While some people may opt for jeans, waterproof snow pants prevent one from becoming unpleasant cold or wet during winter activities, especially if it's your first time and you're going to be falling down a lot. For winter sports, a pair of goggles would do some good as well, especially since they have the kind that fit over glasses, if you happen to wear them.
And of course there are the other essentials as well, such as neck gaiters, hats, scarfs, boots, and gloves. Ideally, hats should have earmuffs or something that comes down to cover the ears. Boots don't need to look especially fancy, but should fit well on your feet and not too cumbersome to put on or take off.
With the right gear, a winter vacation can be enjoyable. And if you happen to live in Florida like I do, you can still have the heavy winter clothing in storage, so you can use it for your next trip.