+1 on the advice on warm clothing!!!
Last year was my first hunting season ever. I hunt in VT, and I've been backcountry skier, ice climber, for the past decade. I've taken many courses on mountaineering skills, and even then I totally underestimated deer season's cold weather.
Sitting for hours, on a tree stand has been one of the coldest experiences I've ever had in my entire life. My first days I had to leave the stand early, because first signs of hypothermia kicked in (it was only about 20 degrees). I have been, entire day outside, on -10 degree weather ice climbing, and never got early signs of hypothermia.
Don't underestimate the weather, it can ruin your hunt.