How to dress for XI'AN trip around late Nov to early Dec?

First time travelling to cold countries and need advice, as the weather forecast seem really cold...would like advice on what to wear, will thermal wear and knit sweaters or cotton pullovers plus coat be enough?
in addition, is there a need to peel off some layer of clothings when indoors etc or just removing the coats will be alright(not too warm nor cold indoors)? Thanks!