Layers are your friend.
And remember the phrase "cotton kills."
Jeans are fine while you're in the saddle, but if you're going to be out for a while and there's any chance you'll get wet, you may want to wear chaps or a long slicker/duster/oilskin to keep the denim from getting wet. Otherwise the rest of the trip may turn cold and miserable.
Most of the time I'll wear several layers of "thin" material (turtlenecks, long sleeved t-shirt, etc) and some sort of wind/cold-proof material on the outside layer.
And don't forget a warm hat/ear coverings. They make them for riding helmets, too. . .keeping your head and face warm makes a big difference!
"Parelli horsemanship is just like painting by the numbers. You need absolutely no skill. You just put this color here and this color there, and when you're done, you have ... a mess no one wants." mp