Not Canada but I live 2 hours from the border. Layers here too. I typically have 4 layers on in the winter. T shirt, flannel, insulated flannel, insulated flannel with hood. Sometimes an additional coat over or under that. If I need to work on something outside for an extended period, I have a Carhartt suit. Like when I had to lay on the ground and spend all day replacing U-joints with no garage, one year when it was -20F. Or last week when I had to snowblow 17"of snow from a 300 ft driveway. My boots are Wolverine which are a good all around waterproof steel toe boot that's still acceptable for the office, and I have insulated socks I wear always. I even double up with a long hat, with a hood over that. Truly waterproof gloves are a must. The worst thing is when bitter cold snow and ice gets through crevices in your clothes, so I don't let that happen.
I get used to it, but not to the point where I'll wear shorts when we see a heat wave of 40F in January. I don't even wear shorts in the summer. I keep an ice scraper in the car year round because I've needed it every month of the year at some point or another.
You'll learn the ropes but if you can beat the rush on things it's easier. Like get snow tires on a set of cheap rims that you can install on your own time. Rather than wait for the first snow and tires are sold out and tire shops are booked. If you heat with wood, pellets, LP, oil... try to fill/stock up before it gets super cold, and supplies dwindle and prices skyrocket toward the end of the season. Make sure your car is in good working order ahead of time, not after it gets super cold and everybody else is lined up for service, and your size battery is sold out. Make sure your home plumbing and heating system and everything else is in good order before you desperately need it. Up north in the winter is more about survival than anything. Even historic Mackinac Island goes lax on the no motorized vehicles rule, and snowmobiles run free.