Tips about how to deal with winter

I came from a tropical country and have arrived in Ireland in April this year. I'm still having some kind of challenge dealing with mostly the wind. The weather itself is all right, but the wind is what kills me. I've also heard about this "layer" technique of wearing clothes? But what kind of clothes? Like puffer vests? Jumpers? On what order? Not to mention (yet to be purchased) those "merino socks" people talk about. Could you guys help me out? Thank you so much!