If you plan to walk or jog, well-fitted shoes are a must. Tennis shoes or sneakers just won't do, because they don't have the proper support and cushioning to cradle the foot firmly and absorb shock. Look for shoes that feel lightweight and comfortable with one pair of good cotton socks. To prevent corns and blisters, make sure your shoes leave enough room for your toes at the front (about a thumb's width), since feet will swell slightly during exercise. A snug but not-too-tight feeling is best, not just around the toes but for the entire foot. A sturdy heel cup (to prevent slippage and friction blisters), good arch support, flexibility, and a well-cushioned sole are also essential. Bear in mind, too, that if the shoe is advertised as a "walking" shoe, that's what it should be used for - not for jogging.
What you wear (above the ankles) may range from shorts and a T-shirt in summer to several lightweight layers plus a hat and gloves in winter. Long Johns under loose cotton exercise pants, a long-sleeved cotton T-shirt, and a sweater under a windbreaker are best for very cold days. Walkers or outdoor cyclists may want a light backpack to store extra layers of clothes to either shed or don as weather conditions (or degree of comfort) change. Many joggers find this uncomfortable, however, and simply tie an extra garment around their waist by the sleeves. (Winter bicyclists should dress more warmly than winter joggers, to compensate for the wind they create when really moving along.) A small "fanny-pack" is sometimes convenient for keys, money, or a hat and gloves.
Some people think they'll lose weight faster if they overdress or wear a nylon jogging or "condition" suit to sweat away extra pounds. But the only thing they'll sweat away is water - weight that starts coming back as soon as they drink their next glass of liquid. More critical, overdressing during vigorous exercise, just like working out too hard in hot, humid weather, can impede the normal evaporation of sweat, your body's natural cooling system, and increase your risk of heat stroke.