Before Christmas time, I'll be staying at Zhuhai/Macau, any advise what should i wear in this time?

I'm a very afraid cold person, should i bring a wool coat or windbreaker?
I'll be staying near Gonbei border side hotel, planing go to Statue of Fish Girl and New Yuan Ming Palace, any advise how to go there? After the sightseeing will be go to Gongbei shopping mail, is it one day enough?