Cold/cold wet feet = miserable. Try to find good, warm footwear with proper socks. As mentioned layers are your friend, and I love wool to be a part of this if I can. For me, the ultimate do about anything coat for really cold weather, is a well fitted pea coat. The timeless look goes well about anywhere, they are very, very warm, and comfortable without huge bulk. A scarf is worth its weight in gold, and you will notice very quickly if you forget it. A properly fitted cap (again I like wool) that covers your ears is a life saver. I like a watch cap/toboggan style myself. of course gloves will round things out, and here you have to match them to the activity. Do all of these properly, and you can withstand very cold temps, for a long while... As long as the wind is not crazy. You can and most likely will acclimate, so don't fret if at first the cold seems to daunting.
I'm sure it can feel kinda scary to think you may be in a place where temps *could* go as low as -30c, but this is rare, even for the coldest parts of the NE. Expect many days high to be above 0c, and some days a lot higher. Other issues that may concern you are lack of daylight in the winter, and how that might affect your mood. It can be very hard for some to adjust, especially if the days are cloudy. If you have never seen/experienced snow, it can be magical. As mentioned by sokoloft, the cold is no joke, and kills many who do not heed, and respect its power. If you are planning on driving, have an emergency kit in your vehicle... Locals can fill you in on this, when you arrive. Make sure to stay hydrated; seems odd to say, but you can work up quite a sweat despite the cold temps, and not realize how much hydration you have lost. Your skin may become very dry, especially indoors, so anticipate how to deal with this.
Many folks hate winter, and I guess they have their reasons, but winter can be a very enjoyable part of the year too - Enjoy quiet times in nature, enjoy feeding birds, ice skating, the smell of the first snowfall, drinking lots of tea and hot chocolate, baking all the time, enjoying a warm fire, the near blissful comfort of a warm down comforter, of just the right weight, anticipation of spring, and being grateful when winter breaks. Good luck to you chongc.