woolen undergarments > synthetic undergarments
layer up
puffy but light clothes work well because it'll contain a lot of air for great insulation
wear clothes that is breathable but your outer layer should be woven really tightly to seal out wind
bring a dry t-shirt and dry socks
if you go to a prober builders merchant for professional handcrafters, you can get some nice thermo socks, that is slightly thicker then tennis socks, but not overwhelmingly that'll keep you feet nice and warm and not compromise too much on board feel.
warm up, skate until you're done, go home - don't sit down
bring warm coffee or tea in a thermo to sip at in-between runs - drink it standing
don't wear shoes that are too tight - it'll make bad conditions for your circulation
when i've been wanting to skate but it's freezing i've been wearing
feet: one pair of woolen socks or thermo socks
legs: two layers of woolen underpants and jeans
upper body, from inner to outer layer: long sleeved woolen undershirt, cotton t-shirt, thin woolen pull over, hoodie, jacket/woolen sweater (none of the layers are synthetic. the cotton will soak up a lot of moist. this is where the dry t-shirt comes in for the road home. it's vital)
head: scarf, beanie