Hello, I am waiting for your suggestions. I can say I just started the game. 
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Depends on actions you are going to do, Tailor your clothes to what you are going to do…but keep it simple. You got scouting, combat, and resource gathering each has different foci. Scouting is grit, agility, and vitality. Combat is vitality, grit, and strength. Gathering is Survival, Encumbrance, and vitality. My general rule is to mix and match different armor sets to maximize the bonuses in various attributes.
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I use the Champions armor from the arena dungeon for the cold and silent legion for hot especially fhe volcano.
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If you’re rich in the game, you can use the God Breaker or Chilled God Breaker armor =)))
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Just look up how to make chili… run to that place and grab the recipe. Make a dozen (crazy cheap) and go enjoy any cold you want naked as you wanna’ be.
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Amazingly the OP stated they just started the game. I seriously doubt they will be going for godbreaker armor or any of the other self aggrandizing suggestions in this thread.
My suggestion would be to not worry about it yet, unless you plan to build on bridge of the betrayer or in the far north.
Most of the armors have a value of 1 heat and 1 cold, which is enough for any regular cold area.
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Excellent! Thank you for all the answers. 
Just one question . What is your driver for the game , pc or consoles ?
If you play pc then any armor with warming up food and berry pulp will travel you almost everywhere , but it is very important to have 2 perks on vitality .
If you play consoles , you don’t own dlcs and you are very new in the game , take the road on the right of the sinchole obelisk , pass the camp of the skeletons , continue and you will find a path that will lead you to a black hand camp , to the higher plateau of this camp , on the left you will find an armor stand that will teach you the hyena fur armor . It is a medium armor with survival buff ,but it’s easy to fix . Another way is to go and kill the abysmal remprant , the easiest boss of the game ,and you will learn how to fix the crocodile armor that it is for cold too and very easy to fix again 
. Again , there are multiple places that can provide you pieces of cold armor ,just by killing mobs or NPC’s . For example ,
Den , is giving you hyena pieces of armor and some other smaller camps too .
Unnamed city , the blue skeletons are dropping Vanir fur armor pieces .
Mount of the dead , legendary Cimmerian armor pieces
New Asgard , Vanir armor pieces
Lemurian camp , the one that you learn Derceto religion , Legendary lemurian armor pieces . If you want to camp a little in the jungle , this camp has a very good chance for Fia (armorer) spawn and ofcurse if you kill the witch queen you learn the recipe how to craft the armor .
Volcano , Vanir armor pieces .
Either way , I believe that you must focus on warming up food , vitality and berry pulp , a named follower at least lvl 10 , a shield and the exile world is yours . Welcome to the forum exile 
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