When you see soccer players in matches, you typically observe them in a full uniform composed of jersey, shorts, socks and cleats. However, soccer practice in the cold requires a few other items to ensure that the player is comfortable. Since you typically move around, you need soccer clothes that adapt to the athleticism of the practice.
Layers on Top
Practicing soccer requires that you run. Typically, this means you get warmer. To ensure that you're comfortable during practice, wear layers. Each layer serves a specific purpose. The layer next to your skin should be a compression garment that wicks sweat. This serves to keep you warm as well as comfortable as you practice. The next layer is typically your team practice jersey with your number, if you're in a league. If you're not in a league, a soccer jersey is appropriate. Again, this should wick sweat and identify the team for which you play. On top of these two layers, you can wear a sweatshirt, which should include a hood to keep your head warm when you first get out on the field. If you don't have a hood, wear a sweat-wicking head band or ear warmers.
Layers on the Bottom
Start with compression shorts that avoid riding up. These are typically made of sweat-wicking fabric so keep you warm and dry during practice. On top of this, wear your soccer shorts. Layer on top athletic pants with high-tech material built for the cold or fleece pants. Wear soccer cleats, soccer socks and shin guards to protect your feet and shins.
Warning
If the weather is very cold, hypothermia is a real issue at practice. While you don't want to bundle up to a point where you can't comfortably move, layers that insulate you from the wind and protect you until you've warmed up are critical. In addition, adequate stretching is key to avoiding tears and ruptures of your lower leg muscles, especially the Achilles' tendon when playing in the cold.
Considerations
If your team has a sponsor, check with the coaches or the team handbook before dressing for practice. Some teams require that uniforms, even in cold weather, are consistent for players during practice. They may prohibit individuals from wearing outfits that are not the same as other players on the team.