Cotton, while a wonderful fabric, does not provide adequate insulation for cross-country skiing. Wool pants work much better. Synthetic fabrics also work better as outerwear and underwear. Wool gloves work better than cotton or inexpensive winter gloves. Wool sweaters warm better than cotton or acrylic sweaters.
Wool socks with synthetic wicking liners work better than anything.
Layering several garments works better than a single thick garment. Lose garments provide better insulation than tight fitting garments with the exception of high tech garments designed for the sport. Intermediate skiers stand out because they wear too much clothing. They probably got very cold once and swore never to let that happen again. They are usually wearing wool everything several layers deep.