The Montana hunting seasons can be warm and enjoyable or they can be extremely cold and wet. You should have enough clothing to stay warm in zero degree weather. I prefer layers to a one piece suit. The guides and I use wool pants and shirt and some type of quiet coat, usually wool, snow packs and gloves. Here's a partial list of things you might need.

Necessary Items:
Hunting license
Fluorescent orange hunting vest, the quiet cloth type
Rifle and bullets
Knife
Flashlight
Binoculars
Extra gloves
Personal medications
Canteen
Hiking boots and wet weather boots
Cold weather gloves and coat
Hat
Day pack: large enough to pack a lunch, water, knife, flashlight and some other gear.

Extra but Not Necessary Items:
Sun glasses and suntan lotion
Hand warmers
Range finders and other hunting devices
Book to read
Spotting scope
Leatherman or other multi-tool

Items Not Needed:
Sleeping bag and pillows
Extra rifles