A key skill is constant regulation of your body temperature. You never want to become too hot/sweaty or too cold. If too cold - get into shelter, drink something hot, eat carbs, add clothes, move faster. If too hot - remove clothes, or move slower. Fix temperature problems immediately - never tough it out.
Common mistakes: people get distracted by gadgets, or they get impatient and start to wander. Then they lose awareness of their body temperature, and become hypothermic. Once you get hypothermic, things fall apart fast.
If you do winter travel in remote areas, carry warm clothes, water and food. Then if you get stuck, be patient and steady. Follow this advice, and the odds of freezing to death go way down! :-)