In order to get the Winter Clothes you will first have to unlock Karoosh. He is one of the villagers you can recruit pretty early in the game. All you have to do is help him defeat the enemy tribesmen and he will join your village. When he joins you will then have to upgrade his hut. I had all the materials . The only thing I had left to get was the wolf pelts, just hunt at night and the wolves will most likely find you. When the hut is built you can build your first level of winter clothes. Note: the Winter Clothing will only protect you from the cold for 10 minutes. With his hut upgrades, go into your crafting menu and select Winter Clothing next to his face. You will need more Wolf Pelts in order to create the Winter Clothing. Again, go hunting at night if you need more Wolf Pelts because they will find you. Oh if you have a Saber tooth or something else that scares them away, take that pet off. Trust me, chasing Wolves around at night will not end well.