Once we get past Christmas it feels like the coldest part of winter really takes hold in the Nordics. In Norway we can often expect temperatures well below -10c, and -25c is perfectly normal.
I am sure you have heard the expression "det finnes ikke dårlig vær, bare dærlige klær", there is no such thing as bad weather only the wrong clothes and it couldn't be more true in the winter, especially the Nordic winter!
As you know people in the Nordic countries do not simply stay indoors for the whole of winter. If we did that we would be inside for a good 6 months and that does our mental and physical health no good at all!! To be prepared and ready for getting outside we need to dress properly. Dress sensibly and correctly and you will have a great time. Dress badly in unsuitable clothes and you'll be miserable. I speak from personal experience.