Wear layered clothing. Proper layers will allow warm air to stay trapped but do not trap perspiration next to the skin. Protect your feet and hands. Wear loose waterproof boots. If the boots have felt liners, carry an extra pair to replace damp ones.
Mittens warm the hands more effectively than gloves.
Carry an extra pair of these too. Prevent dehydration and exhaustion, which can lead to hypothermia. Drink plenty of non-alcoholic fluids. Pace yourself when doing vigorous activity. Stay fit through good physical conditioning and good nutrition.