My recommendation is cotton long underwear.
Having a layer next your your skin is a huge help with the cold. It does not have to be long johns, it can be a snug fittting long sleeve t-shirt or turtle neck under a sweater or wear shirt, or heavy jeans that are close fitting with long socks. It really depends how cold it is. Long socks make a big difference, because air gets up the bottom of your slacks. If you are going to have boots on that might be less of an issue.
My school was kept really warm inside, so once inside, long johns weren’t really necessary. Thing is, classes could easily be a 20 minute walk outside, so I just gauged it depending on where I was going.
A long coat can help more than people think if long underwear is too hot for you inside, but you need more protection for your legs. I know most men don’t like long coats unless they are wearing a suit, but I recommend it. I don’t know if you are a man or women.
I would definitely have at least one pair of long underwear (cotton) to begin with, and then go from there.
I usually wear underwear under mine, but like anything you can do whatever is comfortable for you. First time out I’d wear underwear just in case you want to take them off half way through the day.
Also, I know this might seem obvious, but you don’t have to wear both top and bottom. If your legs tend to be cold you can just wear them under your slacks. If you tend to be cold in too, just wear a long undershirt (long underwear top) and just slacks or jeans without the extra layer on your legs.
Basically, the main thing, don’t have naked skin exposed to air, and layer, first layer of shirts/tops against the skin. Hat or ear muffs or long hair. Scarf for your neck if you don’t have a turtle neck on.
I don’t know where you live in the South, but much of the South doesn’t dress well for the cold even when their weather is very cold, so they feel colder than they need to. A Floridian in 30 degrees still has on one layer and a light jacket, someone in Michigan would have on two layers and a coat in freezing weather. No wonder the Floridian thinks they can’t deal with the cold.