Dress in layers, UA Cold Gear fitted or compression long sleeve shirt is a great first layer. Will typically wear a long sleeve polo shirt over that and a rain / wind vest or sweater to keep my arms free. I also wear thin hunting socks that go up my calf to keep my feet and lower legs warm. On really cold days I'll ditch the traditional golf hat for a UA beanie. I tried wearing two gloves but couldn't get used to it, I'll try again this year but not hopeful it will be any better. I always warm up and stretch more in the colder weather to avoid injury. I'll also walk more to stay loose.
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