That's a tough one.
Wear layers of clothing. Try the outdoor retailers - they sell a lot of fancy thermal gear that keeps you warm even when it's wet.
Are there restrictions on what you can wear? I hear some footballers don mittens these days, but the commentators on the radio call them pansies for doing that. As far as I know, goalies have always worn gloves, haven't they? If you can wear a hat, then try getting one with a layer of fleece and a layer of breathable shell material - these are excellent.
Don't start the game hungry - nothing makes you chillier than an empty stomach.
You used to get novelty hats with a built-in umbrella on top... that would be ideal when it's not too windy, but you might prefer to endure the cold than a ribbing from your mates :)
