I think of it as "The 'L' Word," because when people hear "Layering," they tend to zone out. It's a term that carries with it an almost dismissive familiarity, but even avid outdoor enthusiasts frequently have an incomplete understanding of the concept. It isn't really about staying warm. It's about staying cool. It's about temperature regulation.
Layering is about keeping your cool, NOT about getting you warm.
The easiest way to be warm is to grab the biggest, poofiest hooded down parka you can find. If you're doing much more than belaying an ice climber or standing at a bus stop, though, it's easy to overheat... and although being too warm might sound great, your body doesn't see it that way. The "You" of your heart and mind might cherish excess warmth, but your body has one mission: Keep it neutral. If you're too hot, your body will work to cool you down.
It might strike you as cruel, but it is eminently usual. If we give this particular rabbit hole more consideration, it's quickly apparent that your situation can only snowball until you're totally jammed. To wit, you're overheating so your body starts cooling you down... so you bundle up more, and your body redoubles its efforts to cool you... so you put on an extra hat and do some jumping jacks, and your body works even harder to cool you... all in all, it's not a scenario that ends in comfort, which is why I stress the importance of staying on the cool side of comfort.
Be proactive in removing layers... Take them off before you're too hot. There's a sensory sweet spot in that area between feeling cold and feeling that you'll be warm soon; when you sense you've started warming, or that you're not cold, it's probably time to shed a layer. The more aerobic your activity level, the more proactive you need to be in removing layers. You don't need to wear much when your metabolism is cranked to high!
Imagine that you're in your house and the thermostat is on whatever "regular" is for you, maybe 68*F. You're comfortable, maybe wearing a long-sleeved shirt or even a flannel. Now imagine that the thermostat's set at 80 and the furnace is humming along... if you're like me, you won't be wearing much more than underwear. Or maybe you visit someone who you know habitually has their heat set high, so you wear a bit less clothing there than you would at home. Just as these indoor situations are a microclimate of sorts, your body maintains its own microclimate.
Your body doesn't really care what the weather is like outside. Or inside, for that matter. Your body just wants to be the same temperature, all the time.
By way of example, I've had a sedentary day. I was wearing a very thin merino wool henley and an unbuttoned flannel at the desk; my dog started bringing me bits and pieces of laundry, which means he's bored and it's time to go for a walk. I keep the house around 65F, and it's a bit below freezing outside, around 28F. I tossed on a fleece vest (okay, wool, but same idea), an uninsulated rain jacket, and a hat on our way outdoors. I wore a pair of leather work gloves that were stashed in the jacket pocket and we walked about a mile. When we got home I removed all but the thin merino shirt, since the walk had boosted my metabolic heat production & I was too warm in the flannel. The point is that I didn't need to add much of anything to go outside, because I knew that the activity would turn on my "furnace."
If I had gone out to sit on a log for a few hours instead of walking, I would've needed to dress differently. Adding layers does add insulation, but if you're headed out to hunt from a tree stand, for example, wearing enough layers to stay warm can restrict your mobility. For sedentary activity you're probably better served by just throwing on one or two big thick layers...
I know, sometimes it's hard to feel motivated about going out into the cold. Sometimes we don't care if wearing a really warm jacket will make us too warm... if we're going outside, darnit, we're gonna be warm. When it's bitter cold and I'm headed out snowshoeing, and I want to make sure I'm warm enough, I'll toss on a sort of "ceremonial" down jacket or something. I know I won't be able to wear it long. But it gets me out the door feeling cozy, and after moving 5 or 10 minutes I shuck the jacket and stash it. Actually, for single-digit snowshoeing my "go-to" combo is a wool baselayer, a super light windbreaker, a down vest, and a hat. The down vest never stays on long, but it's sure nice to have!
There's a lot more we could discuss, but I wanted to get this idea out there for you as winter comes on. I've met countless people who have approached "layering" as "wearing a bunch of layers to stay super warm," and thought this angle of the concept might be of help.