I grew up in California. Lived for a year in Munich, Germany and recently moved to Idaho.
First, to dispel something I've heard from those unacquainted with real cold: Heavy doesn't necessarily mean warm. On the contrary, heavy can mean the opposite since it may conduct heat away from your body. Insulation is mostly about trapping pockets of warm air, thus warm clothing often feels very lightweight.
Down insulation is king in sub-freezing temps due to its excellent insulation-to-weight ratio, yet mostly loses its insulating properties when wet so don't rely on it in rain/sleet. Whereas wool retains about 80% of its warmth when wet. Some of the new synthetic insulation performs close to down yet still performs reasonably well when wet.
Keeping warm in California usually comes down to "do I need a jacket today?" But in a truly cold climate you need to think about your entire wardrobe. Nor is there such thing as a single jacket for all winter conditions. Temperature, wind, activity, length of exposure: These are the factors you need to consider when preparing for the day.
Think in terms of layers. You want a first layer of tighter thin insulation against your skin to wick moisture away. After that, a middle layer of moderate breathable insulation. Finally, an outer layer of windblock (insulation optional, depending on conditions), preferably one that is breathable if you can afford it. These layers work together as a complete system to keep you warm and dry, with each layer providing insulation, but also air is trapped between the layers so the net effect is greater than the sum of the parts.
A basic setup for extended exposure would be something like: long underwear (I'm partial to merino wool), synthetic fleece/jacket/vest or wool shirt or down jacket, outer shell to shed wind/snow, gloves, wool socks, insulated boots, scarf/neck gaiter, warm hat. A balaclava is a good option for long periods outside.
The outer windblocking layers should have ways to close up gaps to avoid letting wind in and warm out. Look for jackets with a waist drawstring and cuffs that are snug (velcro or some type of elastic).
Layering makes your winter wardrobe a lot more versatile. On very cold/windy days and/or days during low activity, you'll wear all 3 layers and may even opt for more middle insulation layers (e.g. wool shirt combined with vest). For moderate activity on cold days without wind you may find it's better to remove the outermost layer. Under heavy exertion without wind it may be best to just have the wicking layer. Or, under heaving exertion with wind skip the middle insulation layer. Everyone is different, some run hotter or colder, so you'll need to experiment to find what works for you. Until you get a good sense of what works for you it's best to take along more than you think you'll need and remove layers as needed.
One final note: Cotton is fine for casual wear with short periods of exposure going between the car and the house and what not. But it's terrible for extreme conditions and is dangerous if it gets wet. Stick to synthetic and wool, or perhaps a down jacket when well below freezing.
This may seem overwhelming at first, but once you get the hang of it it's not a big deal.
ETA: Just read upthread that you're going to be working inside in a wearhouse. If you're inside then it mostly doesn't matter, wear whatever you want, and add a sweater if you get chilly. What I wrote above applies to extended periods outside.
