Another thing which you might appreciate if the weather turns nasty is a pair of waterproof trousers. You should not wear any denim clothing as this gets very quickly gets extremely wet, cold and uncomfortable if it starts raining. In the winter it is obviously much colder than in the summer. You should wear a pair of warm tracksuit bottoms, along with a warm top. Bring a space jumper or fleece and a hat and gloves.
Waterproofs are essential to keep the wind and rain out.
Also if there is snow on the ground you might want to bring a pair of sun galsses to protect your eyes. Although these are carried by the group leader there is no harm in you also bringing these items, it can only help to increase the safety of the group. If you ever go walking by yourself or with friends, outside of a society situation you should carry all these items.