There are down bags, fake down bags and other space-age fibers with varied weight, waterproofness, cost and durability. All You Can Eat Increase caloric intake. Take twice as much food as you'd normally eat for each day, especially fatty food, then double that amount, in case you get lost or stranded. Don't forget flashlights, batteries, extra fuel, newspaper for kindling, extra matches and lighters, space blankets and many, many pairs of socks.
Toes tend to freeze first.
Flares are good for rescue identification if you don't, carry a cell phone. Learn the ropes in better conditions. You have to know what you're getting into. Inform people of your destination and dates. This is perhaps the most important thing you can do.