Raid Your Closet Before You Buy New Clothes There's no need for expensive, fancy ski clothes your first time skiing. As long as you have a turtleneck, a sweater or a fleece jacket, and some kind of insulating pants (no denim, though) to wear under a winter jacket and waterproof snow pants, you should be warm enough. A pair of winter gloves is a good idea, too. When you know you like skiing, you can upgrade your wardrobe.