Quick tip – Training outdoors in the winter
Layers (and gloves) are your friend. 
Working out in the great outdoors can be a lot of fun – even in the winter. In fact, getting outside as much as possible makes the winter pass much more quickly than hunkering down indoors and waiting for it to pass.
However, in order to truly enjoy exercise in the great outdoors when the temperature drops you need to be dressed properly.
The key to this is to wear layers. You should start with a good wicking layer – made of wool or a synthetic material – that can move your sweat away from your skin. You should cover that layer with a windproof shell as a cold wind can pull heat away from you more quickly than you can create it, even when exercising. Depending on how hard you are going to be working out, how cold it is, and how long you are are going to be standing around before or after your session you may also want to add a light mid-layer for added insulation.
Apply a similar strategy with your gloves – a base layer, a shell and then an insulating layer between the two if you need it.
With this layering approach you will be able to add or remove different parts of your outfit to keep you at a comfortable temperature throughout your session. Zippers in jackets can also help to create some venting for even better temperature control.
A final tip is to start removing these layers BEFORE you are overheated. This will keep you from building up too much sweat at the start which is uncomfortable and can make it hard to stay warm later on. Add these layers back BEFORE you are fully cooled off. This way you will trap the residual heat of your body under your layers to keep you warm once your body is no longer creating excess warmth.