Dress for success
This one may seem pretty basic, but getting your gear right is step one to having an enjoyable day on the mountain.
Even if you have all the right gear, if you don’t know how to use it or wear it, you won’t get the benefit you paid for.

Layering
Layering is the trick every experienced winter adventurer masters in order to stay warm and cozy. Layering is just wearing multiple layers of clothing that can be added or removed to match your needs.
The trick with dressing properly is knowing what the weather will be and what kind of activity you’ll be doing and finding the perfect layers for the whole day’s outing.
Here’s an example:

We’ll be skiing at the resort today. The weather forecast starts at 7 degrees and maxes out at 38 degrees by midafternoon. A light wind is forecast and the sun will be shining.

What should you wear?

If it were me, I’d plan on wearing a lightweight base layer with a midweight insulating layer over that followed by a windproof shell over that. I’d wear this until I got too warm and then I’d ditch the insulating layer. If I still felt too hot or started sweating as the temperature rose, I’d unzip the wind shell and maybe even take it off altogether.
Other people, like my wife, run cold. In fact, she has Reynaud’s, so she likes to layer up a bit more than I do and also has some amazingly warm gloves.
If you ever get cold hands, try these gloves out. You can line them with some thin, stretch gloves on cold days, but most days these are more than enough for my wife who always had cold hands before these.

What about cold feet?
I hate getting cold feet when I’m skiing, but I find that more often than not, cold feet are a result of boots that are too tight, or not being warm enough elsewhere on my body. Tight boots and socks reduce circulation that’s critical to staying warm. You don’t want loose boots, but you also don’t want them too tight.
I like to wear wool socks while skiing, just be sure whatever kind you wear, you wear them when you’re fitting your boots and don’t go thicker or thinner or you could get cold feet.

Let’s look at another example.
Let’s say I plan to do some backcountry ski touring. The weather will be cold. Starting at about 5 degrees and getting up to about 12. The wind will be light, but there’s a cloud cover that will block the sun most of the day.

This one is a bit trickier because when you’re working for those turns rather than riding the lift, you need to keep from sweating. If you sweat and get wet, you’ll be cold the rest of the day and in the backcountry, that can become a fatal mistake.
So what would I wear? I’d put on a warm breathable base layer with a midweight vest to keep my core warm. I’d cover hands and ears to protect them from the cold air, but keep my head and limbs uninsulated. I’d pack a wind shell and a warm helmet for the descent.

If I started to get too hot, I’d open up the vest. If I got too cold, I’d throw on the shell.