0°C is completely fine with jeans and a thick jacket, especially when it’s sunny and there isn’t much wind. It’s cold, but there’s probably not much ice or snow, if anything, probably mostly slush.
Compared to say -20 C where you should have a good ski jacket and ski pants, warm shoes and socks, generally multiple layers everywhere, winter gloves and so on.
Humidity. I’m guessing you don’t live in a humid place because freezing temps are horrifically cold here. You will need a winter coat and multiple layers of your going to be outside for a while. I layer long Johns under my pants and wear my parka and a light jacket as well as 2 layers of socks. Everytime a northerner comes here they are shocked at the cold/heat. That’s because the air here is full of water to the point that you will actually get wet just from the humidity, not even sweating.
It can be -20 C and you can be still fine with jeans and a jacket if it isn’t windy.
What I’m saying is temperature alone doesn’t tell you the whole story.