If your gloves or socks do get wet, then change them as quickly as you can. When dressing in layers, the one closest to your body is essential because it acts as a wicking layer than absorbs sweat. Polypropylene or polyester are smart choices. Cotton is worse than wearing nothing when it gets wet. The next layer should insulate your body.
Experts recommend wool or spun polyester, such as fleece.
Both materials stay warm when wet and keep moisture from seeping through to the inner layer. This third layer should have zippers and vents to help regulate temperature without having to add or remove clothing. Add one more layer than you think you'll need. Don't forget to dress your legs as well. Polypropylene boot liners can whisk away moisture.