The best time to buy your winter apparel is in later September or early October. Try purchasing your winter gear at TJ Maxx, Burlington Coat Factory, Marshalls, or some other store. I bought a really nice Columbia jacket several months ago for about 67% less than the suggested retail price. I second what everyone says about how to stay warm in the winter.
A few more items to note:
1) I cannot suggest Columbia enough. It has good quality boots, jackets, mittens, etc. Super warm in the winter!
2) Chapstick and lotion (especially those for winter weather with extra moisture retention).
3) Make sure you have a "winter safety kit" and an extra set of clothing available in your car. You never know when you could be stranded.
4) When you are walking to class, stay in the snow as much as possible. I have lived in the Midwest for several years, and I have fallen too many times on sidewalks covered in black ice.
5) Buy a snow brush with an ice scraper attachment for your car. You can find these at Walmart, Hornbachers, Cabela's, Gander Mountain, or some other store.
6) Get a weather radio. This is important in predicting your wardrobe and keeping you safe if severe weather occurs. (Yes, The Cities do have tornadoes from time to time!)
7) Make sure your apartment/rental property has heat included in the rent. Otherwise, you may be looking at ~$120+ per month depending on the size of your rental property. You will be amazed at how much your heater will be on during the winter months!
8) Get a block heater installed in your vehicle. You will be experiencing temperatures around -20 from November-March. I would recommend plugging it in four hours before you need to use your car.
9) Find an apartment/rental property that is near a UMN bus stop. It does not hurt travel on a bus during your first winter especially when you are not used to driving in winter weather.
10) If you decide to purchase a parking permit, allow your car to warm up for about 3-4 minutes before you drive off.
11) If you have a vehicle that runs on diesel, it is necessary to add "anti gel" into the fuel tank.
12) Shop around for fuel prices. Here is a good website:
http://www.twincitiesgasprices.com/.
13) If you have pets, ask your classmates about winter clothing for them. I would recommend asking LetItSnow, dovelover, and kcoughli about specifics.
14) Check if certain grocery stores offer gas discounts if you purchase X amount of groceries.
15) Take advantage of the winter recreational activities such as cross-country skiing, ice skating, snowshoeing, etc.
16) There are several "free" things to do in The Cities. I think that the U has a Google map that is pinned with neat things to do during the year.
For something fun, go to Mickey's Diner in St. Paul. It is very iconic and the food is great!
If all else fails, ask upperclassmen, your fellow SDN members, or the Minnesota natives in your class if you have any additional questions.