Heya and welcome to DRN!
Actually, I hope you find this to turn into more of a lifestyle than a hobby :)
As for cold weather gear, it rather depends on how cold are you talking about. What temps are you thinking?
You could try a search of the forums here, usually there's a wealth of information of almost any type!
For more general things though, I'd first suggest long underwear - even if you pick some up from the guys' section. Layers are definitely a key item, the more the better! To top it all off, find something windproof to wear as a jacket!
For winter riding one year, I wore long underwear, a pair of flannel lounge pants, jeans, and then over top of that I had insulated coveralls, but I'm sure a pair of motocross pants would fit over it all provided I had the right size.