Layering is the key to staying comfortable in cold weather conditions because air is trapped between the layers of clothing and acts as insulation.
You can take layers off as you warm up. Most runners choose three layers if cold-weather running.
Start with a light base layer, ideally of a wicking material to draw sweat away from your body. It should be a snug fit but not too tight or restrictive. This might be a crop top or vest, or a long-sleeved top, depending on the weather.
The next layer could be a lightweight long-sleeved top. In milder conditions, this can be your outer clothing. It’s a good idea if this is a wicking fabric too and it should fit loosely over the base layer so that trapped air between the two layers will create insulation. In extreme cold, or if you don’t put on a third layer, the second layer could be a lightweight fleece.
Your third layer will depend on the weather. If it’s very cold, windy, raining or snowing, opt for a breathable, windproof, and waterproof jacket. This should fit loosely.
You may also want to put on lightweight training trousers or leggings rather than shorts. The type you wear will depend on the weather conditions. For example, you can wear water-resistant trousers for wet conditions and fleece-lined ones for particularly cold conditions. Again, depending on the weather, you can put a pair of water-resistant trousers on top.