Layers Layers Layers!!!! Ask your friend what the local conditions are likely to be. Local knowledge can't be beaten. be prepared to dress warmer than the locals as well. A good thermal base layer, inc socks. a warm mid layer, woollen jumper, fleece etc, good quality trousers (not denim). A windproof layer (i.e., waterproofs) and a thick reinforcement layer (think big down jacket). Good gloves (2 pairs, inner and outer). Good, comfortable footwear, Allowing plenty of room for extra socks. A warm hat is essential.
Also think about how cold tolerant you are. What activities are you planning to do. If its just urban mooching, everything can be a lot lighter. If you're camping or bush whacking, more serious kit needs to be thought about.
A good lip balm is something people often forget. also good shades (snow blindness is painful).
As i said, have a talk with your friend, i'm sure they'll be able to give you a good idea of what you'll need for their local conditions.
Also have a look on the winter section here or do a search. loads of info here.