This is a serious question, so pay attention. We're getting hit with very low temperatures right now here in Jersey. Wind is roaring outside. No fun. Here's what to do: Use layers. Forget what 'looks good' because the wind will strip the heat right off you in seconds, so forget fashion. Use layers you can zip up quick to keep heat on you and then later open up fast to ventilate or strip off fast to keep from overheating and sweating. Do not use a single heavy layer. Do not use a single heavy layer. ALSO, Do not use any one heavy layer you can't get open or close up fast to seal up and keep heat in or open up to get heat off.
Sweating is bad in this weather.
I always pity people who try to look fashionable in the cold, really, people with lots of money make bad clothing choices in weather like this, they need doormen and limo drivers and people to help them in and out of the cold because they're so clueless.
Do you own a long sleeve t shirt, zippered fleece or a wool sweater you can zipper either all the way or halfway bit, and Carhardt denim work jacket or ski jacket or something like it you can wear over top? Say No to Buttons, in this weather, the top layer must allow you to zipper up and close up wrists, waist, and neck as needed on top, to stop the wind, do you have something like this?
Layer up and stay away from layers you can't take off or open up quickly. Ski jackets work well, work jackets work well too, look for something sort of like a heavier type of windbreaker, one loose enough so you can wear a fleece or sweater under it, but make sure its something you can close up fast, neck, hips, wrists, and open up and unzipper and get out of quickly. Look for a wind flap over the zipper of the jacket, that's a sign it has what you need, and say NO to jackets and coats with buttons or snaps that let the wind in, say no to a top layer jacket you cannot easily close up at wrists, waist, and neck. If it's got a wind flap over the zipper that velcros closed, wrist cuffs you can close up or open up as needed velcro or elastic, that's a good jacket.
Serious jackets (I don't mean expensive) will have a way of closing up the bottom at the hips and waist, an elastic or drawstring, so the wind doesn't blow right up the jacket and past your neck to steal the heat off you. The challenge in using layers is keeping from both wind stripping heat off and from sweating underneath, so use layers you can open up and loosen up or strip off quickly to ventilate and regulate. You may want to throw a second layer in your pack to put on later, two thinner layers, like a second long sleeve tshirt, or a light thermal, are better than one thick sweater you have to wrestle on and off.
You'll be opening up and closing the neck and wrists of the outer jacket a lot to regulate your body temp in this weather. You'll understand what I mean when you come in from a fast rushed walk outside in blowing and freezing temps into a warm room like a waiting room you are stuck in that some idiot has turned the heat all way up, and there's always an idiot who overheats the room, some idiots do it to make people sweat because they're bored... and because they're idiots, and then there's the person who's sweating and reacts by opening up windows.....
Once you start feeling a trickle of sweat on your back and have layers too bulky to open up or take off easily or that big bulky coat your relatives thought would be a great idea, the coat from hell you have to heave around and dance with once you take off, you'll hate life. And, you'll be either baking or freezing in a thick heavy coat while traveling. Remember, you will be traveling, inside, outside, inside, outside, inside, repeat.
I wear a t- shirt, and a long sleeve t-shirt when it's really cold, fleece or a wool sweater, and a windstop ski jacket with wrist cuffs I can close with a high collar and hood over top that I can open up and close up quick, and in weather like this, a hat. Outdoors hat on, indoors hat off. If it's really seriously cold I bring or wear an ear band, it's small, looks like a sweat band, covers the ears.
Don't laugh, this isn't fashion, it's survival.
And, I don't like heavy coats because it's tough to regulate your temperature in one and once you've got it off, what do you do with it? Some of the thick heavy coats your Aunt or Uncle think are a great idea take up a whole passenger seat by themselves alone, they become a pain in the ass. And, like I said, you're always too hot or too cold with a big bulky heavy thickly lined coat...they're only needed if you're outdoors for hours, and in this weather... no one does that, no one.
Multiple thin layers are better than one thick one, every time. Layers will get you to New Jersey OK. Wear wool socks, not cotton, (even thin wool is better than thick cotton) and throw a pair of leather gloves in one outside pocket and an ear band in the other outside pocket, just in case.
Once you are at Cape May, you'll get issued uniform gear almost exactly like I just described, so layers to get you here, and what you get issued in your uniforms once here will be a lot like what I told you, and trust me, this stuff works.
How do I know?
500 search and rescue cases in all weather....some right in this kind of weather we're having. C.. c... cold. Put a lot of trust in the people training you at Cape May, they're experienced, you'll get excellent cold weather gear in your uniform issue, and they'll teach you well.
Travel safe, and best of luck to you.