If you live in a region with four seasons you most likely have the necessary clothing, but it is always good to review.
When dressing for skiing (or any time you spend in the cold) the general approach experts suggest is to layer. Layering is dressing with multiple but light articles of clothing. Typically a base layer is made up of material designed to allow moisture (wicking layer) to easily escape. Keeping dry is very important when outdoors in cold weather. In fact, for all layers it is suggested to wear light clothing pieces that allow moisture to escape and insulate.
A Word on Materials
Wool has an interesting property in that it can get wet, but still retain its ability to trap heat. Cotton however loses its ability to insulate when wet, and that is why many people do not recommend wearing cotton clothing pieces when skiing.
I typically wear a wicking base layer, a t-shirt of some sort (yes, cotton), some other long sleeved shirt, and then wool sweater. This is capped off by my jacket. This setup is for the coldest of ski days here in Wisconsin, and those days are usually around 0° F or even colder. If it is warmer, I use a lighter jacket or will reduce layers.
The Head and Hands
I now wear a ski helmet, but before that, I would wear a stocking cap (with a green & gold G on it). Gloves are a pair I got well over 10 years ago for Christmas, they work just fine and are nothing special.
For the feet, a pair of socks that wick moisture and either a pair of wool socks or technical socks. the pants layer are at most long johns (again wicking), jeans, and my ski bibs.
The eyes need protection too, especially in cold weather. I prefer my sunglasses, but most often it is a bit too cold so I opt for a pair of goggles. Goggles and sunglasses not only protect the eyes from cold and snow, they can also help you see the bumps on the trails better. Sunglasses can aid in increasing the vision too, but may or may not provide protection from the elements.
I have an inexpensive pair of Smith goggles and they work just fine. I also carry my Smith slider sunglasses with me. If it is about 28° F or better I can wear those and if the lighting stinks I can swap lenses to yellow tinted lenses, amber tinted lenses, or something else.