Wear several layers of clothing while training. As you warm up, you can remove clothing and then put it back on while resting or as the day turns cool.
Look for clothing that allows your skin to breathe and sweat to evaporate.
Stick with synthetic fabrics that dry quickly. Cotton absorbs sweat and can give you a chill.
In the rain or cold, wear a waterproof outer layer with secure closures around your neck and wrists to keep you dry.
While training, wear the clothing and equipment (including waist pack or backpack) you will use on the event, in order to get used to it.