November ...and out comes the boots, coats, gloves and hats. Today was our first 0C temperature...with a little bit of snow predicted later today.
This is part of life in Canada...and if you are thinking of moving here....you have to learn how to embrace it. Of course, part of Canadian life is also complaining about the weather no matter what it is :)
Your first Winter, my advice is to spend some money and get a really good quality coat / jacket and good boots. Boots have to take care of -25 and below temperatures and make sure you wear woolen socks. If you are going to be walking around a lot in snow because of your job, or to walk to the bus stop.....you may have to invest in two pairs of boots. No one wants to wear a wet and freezing cold pair of boots from the day before.
Also, get used to wearing layers including thermals underneath your pants/jeans and shirts. Thermals and every layer of clothing you have on, traps a layer of heat between you and the cold air. Layers help to keep you warm more than just a big thick coat on top of your clothes. Also, once you are in a warm environment again you have to remove your coat, gloves etc and if you have layers you can keep on or take off what you want accordingly.
Most Winters we end up getting new gloves (somehow these tend to get lost quite easily, and like socks you somehow end up with a pile of just one glove from a few pairs) and also new hats and scarves, just so that you are not bored wearing the same thing everyday.
If you plan on living further up North....you may need even heavier Winter wear including thick thermals.
You don't have to worry too much about how you will know what to wear. Any store you enter will have Canadians happy to help new immigrants with their first Winter wardrobe. Every year I see people in department and clothing stores getting help with the right kind of coat, what to get for the kids and the confusion about the 100's of different kinds of boots that you will find.