Even though you’re running in cold weather, you still sweat. The layer of closest to your skin should be a wicking technical fabric, the kind that moves sweat away from your skin. If you’re wet, you’ll put yourself at risk for hypothermia and frostbite when the temperature drops below freezing.
Many runners forget that they’re still perspiring when they run in the winter since they don’t feel hot but this can lead to dehydration, so make sure that you drink enough water to stay hydrated.