Dress for a cold platform and a warm ride
The most uncomfortable stretch of a winter journey may be the wait, when you are standing still with luggage. Put warmth where it helps outdoors, and keep your core layers easy to open or remove once you board.
Build for waiting, then for sitting
Try an insulated coat over a comfortable base, with warm socks, suitable boots and gloves you can use with your bag. Check ankle and wrist coverage while seated and while reaching. If you often wait on an exposed platform, consider wind protection and choose layers for the expected conditions. Make sure the jacket closes over everything without restricting your shoulders.
Make the warm carriage easy to handle
Use a knit or shirt that is comfortable after the coat comes off. Keep your scarf and gloves together in one accessible pocket. If you have a reserved seat, think about where a bulky coat can go without taking over the space beside you. A coat with a usable zip is easier to vent when you cannot immediately take it off. Plan for the walk at the other end too.
Run a platform rehearsal
Put on your coat, gloves and bag, then take out your ticket. Sit in the full outfit and check how it feels across your knees and arms. If you have to remove every glove and layer to use the bag, move the ticket or simplify the fastening before the trip.