Oh, I could say soooo much about this. My daughter was riding in -26C the other day (that's her in the second photo below). We ride all winter, outside, and are located in eastern Canada.
First, ditch the jeans. They're terrible in the cold.
Full merino wool underwear, top and bottom to start. We wear winter breeches on top of that, but I don't know what Western people wear. I'd get the thickest pair of fleece lined pants I could if I wasn't wearing winter breeches. Snow pants are not good, too slippery and bulky on a saddle. Also, they lack stretch. If you really need something over the pants (with the long merino wool underwear and winter thickness breeches, I'm generally ok up to about -17C), then get a riding skirt. These are amazing: https://www.arctichorsegear.com/
On your feet, I recommend a pair of knee high nylons, then wool socks over them, and of course, good quality winter riding boots. Do NOT try to get away with wearing regular boots, you will need winter riding boots. I prefer the tall ones myself since they also keep your calves warm. If your toes still get cold, get chemical packs and stick them under your toes.
For the top, merino wool (long sleeved) undershirt covered by a thick fleece sweater should do, then a down-filled coat if possible. I have a long one that unbuttons on the sides for riding and it's great, but I've worn a few different ones and generally been ok. Your upper body will not be as cold as your extremities.
For hands, I like the Back on Track gloves to encourage good circulation as a first layer, covered by the warmest winter riding gloves you can find. I get the T-Max winter gloves from Mark's Work Wearhouse, but they don't last long if you use them for chores, so I try to keep them for riding only. Maybe you don't have Mark's in the US, but you can google it and find something similar. Mark's has a lot of great winter gear though! I usually fail, and end up buying a couple of pairs each winter. The winter riding mittens with the separate pinky are ok too. Chemical packs may be necessary to keep your fingertips warm, but probably not.
For the head: you'll want to keep your neck warm. I like the Turtle Fur neck warmers, but anything that keeps a draft out of your neck area will work. And finally, a helmet cover like the one I am wearing below. They're not expensive, but they're an absolute must-have for winter riding, indoor or out (sometimes indoors can be colder than riding outside in my experience, because they hold the cold air in like a freezer). My daughter and I don't take ours off our helmets all winter long. On a warm day, the flap can be velcroed to the back of your helmet so it doesn't flap.
Happy winter riding! And don't let anyone discourage you from riding in the cold. It can be an awesome way to make the best of winter, and hey, there are no bugs! :)