Lots of good advice. I've always been a skinny guy (like 125 lbs, 5'7"), get cold easily, I'm 62, and I've always been outdoors a lot in winter. This could be a long topic; I'lll try to hit some key points that work for me:
1) A light base layer on top- turtleneck- I prefer Capilene, or silk.
Next, "expedition weight" or heavyweight underlay over that (I'm very partial to Polartec Stretch), zip T-neck style.
A light wool low neck sweater in very cold over that.
And, down to single digits, a very good quality, tight weave wool sweater. I'm picky about how all that fits together so that I have decent freedom of movement and not a lot of bagginess, so as not to interfere with my shooting.
If it's windy,or single digits above to single below, I add a Carhardt lined vest.
A very light, thin windbreaker instead of the vest is very highly effective. Can also be worn with good results under the heavy wool.
2) Neck gaiter! WARM hat, or two lighter ones if need be. Keep your head warm!
3) Mittens. The best, warmest, you can find/afford. With warmers when it's frigid. NOTE: find what are labeled "hand/body warmers".
They're twice as large, and warm, as the regular hand warmers. And last 2-3 times longer. If you use them for just a couple of hours, put 'em in a ziplock sandwich bag- they'll re-activate when you open it. Even twice.
4) Boots: Hardest part. Need to fit well enough to walk/hike in comfortably, and well insulated to boot. I much prefer one pair of thick, high quality socks to two pairs. TRY YOUR BOOTS ON with the socks you'll be wearing, and make sure you have room to wiggle your toes freely.
5) Wool pants. Expedition weight fleece under that.
As a final note: A down or synthetic fill sweater or jacket over the expedition weight layer, with a light thin windshield over it, will be warmer, lighter, and less bulky than the heavy wool. I still hunt in cold weather, but would probably go that route if I were on stand.
Fat & protein food before you go out, preferably doused with hot sauce.
And that's trying to keep it brief!