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What does
Что это такой mean, exactly? Is it equavalent to "What do we have here" in English? In which instances do you use it?

Also, I'm going to Moscow on February 2nd! I'm so afraid because the only cold that I've experienced is probably a joke to most Russians. I've never been in weather where it's necessary for me to wear a hat, gloves, scarf, ect. How shall I dress there? 31 people have died because due to the recent cold wave! If possible, can you name specific cold weather clothing brands that keep you warm??

Thanks for your help!