If you hunt under conditions you will exerting yourself and it's cold, my advice is to have multiple layers of different thicknesses that you can add or subtract based on the conditions at hand. I have three coats/jackets in my truck all the time and decide what I need to have at the moment.
You do not know what uncomfortable is until you work up a sweat because you wore the wrong heavy coat walking a half mile up a mountain at 9,000 ft in the predawn darkness in twenty-degree temps...and then sit down against a tree waiting for that gobbler to fly down. You will quickly, but miserably, learn the value of having those multiple layers of clothing to choose from in those situations. Take it from a slow learner that has had way too many of those lessons...