Shoes:: Having the proper shoes when walking or running is very important. Workout shoes don't only protect your feet. They also protect your knees and your back. You need to use shoes that have enough cushion to protect those body parts. Throw away old sneakers with wears and tears to keep cold air out.
Socks:: Using longer socks is part of keeping you warm. Ankle socks are cute during the summer, but during Fall and Winter, we need to sacrifice beauty for health.
Pants:: Yes your Yoga pants are comfortable. They are so easy to slip on and feel so good on your skin. But heavier materials like sweatpants work better at keeping you both warm and comfy, too.
Tops:: Wearing a cotton shirt is so not a good idea when going for a long walk, as cotton soaks up and holds in the moisture. You need to pick tops made with polyester or wool because these fabrics will absorb the moisture from your skin and release out it in the air. Pick an extra top with a hoodie and pockets to serve as an outerwear. Choose something that can be easily removed, just in case the weather gets warmer.
Extras:: A headband to keep the hair in place. A hat when needed. And always stay hydrated. No matter how cold it is outside, your body still needs water to function properly.