Mornings are cold as temperatures are usually close or below 0'c. Sun is also still hiding for the first moments of the fishing trip, especially when travelling to hot spots by boat so it will get chilly. Most important thing would be to keep your head warm as it will dissipate most of the heat from your body. It is also quite difficult to cover your head well enough when travelling at higher speeds. Ultimate solution would be a well fitting neoprene hood that keeps the wind away as the normal headgear lets the wind between the hat and the head.
|Need to get me one of these.|
Another critical piece of clothing is gloves. I still have not found gloves 100% suitable for fly fishing but I have been close. I have carried at least two pairs of gloves with me, thick neoprene ones for travelling by boat and normal fleece gloves for fishing. Depaul Design's cheap orange gloves have been quite nice, they are warm even when wet but they are also a bit too thick so the feel is not too good.
Another nice pair of fishing gloves is Snow Fox's thin neoprene gloves. They offer a very nice feel and the grip is excellent. They don't last too long though but it is not an issue as they only cost ~6 euros a pair. Not the ultimate solution for warmth.
When fishing from boat, your feet usually get cold very easily. I bought myself a pair of safety boots as they have a nice soft sole with a lot of grip even on wet fiberglass. Always buy shoes that have enough room for at least double socks without being tight. I like to use thick wool socks in my boots.