Bring a pair of waterproof gloves. The ground can be wet and cold and I recommend you invest in a pair of waterproof gloves. Sealskinz is a great brand but can be on the pricey side. The Edinburgh Bicycle Cooperative stocks some. Our members also recommend gloves from Decathlon and some just wear gardening gloves!
A pair of trail running shoes with a good grip. They make a big difference when it's wet and muddy. If you like to keep your feet dry, get a waterproof pair or wear waterproof socks. You are a lot less likely to slip and injure yourself and they make many boot camp exercises so much easier (e.g. mountain climbers!) You can buy them in any running store.
A light hat for when it's very cold. A thin merino wool hat is usually enough but any hat will do. Some people prefer headbands or buffs to hats. A neck warmer comes in handy on very cold days.
Layer up. Wear several layers rather than one. It will keep you warmer and it also means you can get rid of one layer if you do get too hot. T-Shirts, long sleeves, fleeces, gillets, light jackets... a combination of whatever you have. Avoid wearing too many layers as you will warm up quickly. If you want to splash out get some merino wool base layers, they are the best. You can wear them for other activities like hiking and skiing as well. However, they are not cheap and it's not necessary at all but they are a great investment if you want to be extra cosy. You also want to make sure that you have a warm dry layer to wear for your way home.
You will feel less thirsty in winter but it’s still important to bring a water bottle and stay hydrated.