Go for comfortable and protective clothing. To avoid irritated skin and rubbing, cycling shorts are recommended. For the rest, go for light, breathable, windproof clothing and wear several layers.
The best cycling shoes for intensive biking aren't ordinary trainers but ones with hard soles which improve your pedalling and absorb vibrations. They should be breathable and protective. You can get cleats or shock absorbers that attach themselves to your pedals.
Gloves (or mittens) might be an idea, especially if you get into mountain biking. Padded gloves will protect your hands and help you grip the handlebars more easily, and they also protect from the winter wind and cold!
A helmet is an absolute must. Cycling isn't a risk-free sport, whether you're on the road or on a mountain. A light, breathable, streamlined helmet will protect your head from serious injury, which is the biggest risk cyclers run.