Carry a whistle or noisemaker. Some runners carry pepper sprays in case of dog attacks. Cold Weather Running recommendations. Hypothermia, frostbite and falls are some of the risks. Light colored material is visible even without a strong light source.
Reflective materials work only if there is a light source.
Blaze orange becomes poorly visible at night. However, during snowy days, dark or bright colors provide visible contrast and attract solar energy. Warm air will be trapped between the layers. Use clothing with vents and zippers to allow excess heat to escape as you become warm. It is better to feel a bit underdressed and chilly as you start out.