It’s all relative.
My Florida friends think they need a jacket, gloves, and hat when the temp dips into the 50’s. My buds here in Colorado wear t-shirt and shorts even as the thermometer drops into the 30’s. So let’s just agree that everyone defines “cold weather” differently.
Regardless of you of your tolerance level, I’ll make a few suggestions- 1) always make sure your extremities are comfortable. This includes your head, your hands, and your feet. I’ve found that my core heats up pretty quickly on a run, but it’s these extremities which can make things miserable for you. 2) layers tend to be more effective and comfortable than a single warm garment. Just make sure they are breathable. 3) This may be just me- but I find my legs don’t care how cold it is as long as my feet are warm. There are times where I need to wear multiple layers above the waist, but my legs are fine in shorts. Probably due to the constant churning of the legs, but give it a try. Once you get over the initial shock of the weather hitting your legs, they seem to tolerate much better than my chest or belly. 4) you will sweat no matter how cold it gets so don’t stop running unless you can get back to a warm spot pretty quickly. I’ve developed a few colds and coughs from stopping my run to walk after I had a good sweat going. So, try to plan your run to finish where you can immediately get warm.