Seconding everyone who’s said layers.
Bottom half of my body is always fleece-lined breeches, and if it’s really cold I’ll add a pair of fleece-lined tights (like you would wear with a dress, not riding tights) underneath. Socks-wise, I always wear Smartwool ones during the winter (the tent sale at my local Dover tends to have them very on sale periodically so I just stock up then).
On top I usually do a long-sleeve shirt (just plain cotton long-sleeve t-shirts), a sweatshirt or thin softshell jacket, a lightweight down vest (mine’s from Ariat), and then either my lightweight down riding coat or my big Hadley down trainer coat depending on how cold it is. If it’s really bad I might also throw another layer on (a fleece or something) in between the vest and the coat, and maybe a scarf, but I usually don’t ride when it gets that cold since our barn and indoor aren’t heated and it isn’t good for either of our lungs to be breathing that air (and we usually don’t see the single digit/negative temperatures around here for longer than a week or so at a time, so it’s not a huge loss).
I’m usually down to my vest by the time I get on, if not just the sweatshirt, and then I slowly throw layers back on as I cool off while I’m untacking. I should also mention that I am literally always cold, both indoors and out, and this has always been plenty for me to stay warm enough while also not overheating once I get moving.