A short experimental trip first is a very good idea.
A recent near 0C trip helped me discover:
1) how metal pedals suck the heat from the soles of your shoes (causing cold feet),
2) how ski gloves are far more appropriate than waterproof winter cycling gloves (that get damp with sweat, and get very cold if removed for a few minutes),
3) that well indexed gears become poorly indexed (that no amount of adjustment can fix)
NB I did once visit Montreal when it was a balmy -25C (as a pedestrian).