Each skier's body type and skill level varies; there is not one simple answer as to how to dress. All XC skiers need to dress in layers that are easily adjusted; for warmth and to ventilate perspiration. The choice of clothing is a personal one and is learned fairly quickly.
Remember, Cross-country skiing is an activity that can generate a lot of body heat. Though you may feel somewhat cold during your first lessons and might decide to wear heavy clothing, once your skills improve it will become apparent for the need to dress in layers.
What the layers are made of are also important. AVOID 100% cotton. Cotton does not wick, but holds perspiration. Soon you feel wet and chilled. Synthetic, wool blends and 100% wool clothing and accessories are preferred; the key is breathable layers. Just because you have always jogged in jeans, for example, does not mean you will stay dry and warm. Once you fall...and even seasoned skiers take a spill from time to time, you will not do well in clothing such as cotton jeans.
The Norwegians have a great expression:
So check out the suggested links below for tips on what to wear, and as always, use your fellow Nordics as a resource!