I wear ordinary underwear and a roll neck top under my ski suit and have never been cold even in USA and Canada where temps are a lot lower. You will boil otherwise and end up going back to the hotel to get rid of all that extra clothing.
If your on lessons there is a lot of standing around, you will get colder then.
Thermals for lessons I recon. No thermals if your very active.
Mind you last year it got down to -20 with -30 wind chill. Make your own mind up there
GOOD comments. I have worn Thermals on my last two visits as beingger having lessons. Well recommended. Rather be to warm than too cold, and I was never to warm!