You can also enchant your armor with warmth-increasing enchantments, such as:
Here's a general idea of the warmth ratings for different types of armor in Skyrim's Survival Mode: skyrim survival mode armor warmth ratings
: The gold standard for early survival. The sleeved variant offers significantly more warmth (54 for the cuirass alone) than the standard leather. You can also enchant your armor with warmth-increasing
: Favoured by the inhabitants of Solstheim, these are among the warmest garments in the vanilla game. skyrim survival mode armor warmth ratings
To survive frigid areas (e.g., The Pale, Winterhold), you want plus a camping kit or hot food (soup, cooked meat, fire salts dishes). Fur + Nordic + Stalhrim are your best bets without enchantments.