I'm coming from Pittsburgh in March.
I've made several trips to Disney in winter months.
I always wear a Disney hoodie jacket.
Wear a few layers if it will be extra cold, you can peel them off in the airport.
I wear pants leaving PGH, and have a pair of shorts in my carry-on.
I always do Magic express and don't mind that my bags will be deposited in my room a few hrs after we arrive. By then I am already at a park or Downtown Disney.
I just pack what I will need right away, in my carry on.

(Fanny pack, pins, lanyard, camera, shorts, etc)
Soon as I get to Orlando airport, I change into the shorts & put the pants and hoodie in my carry-on. Once I get to my resort, If my room is ready I put my carry-on in my room and I'm off!
If my room isn't ready, I store my carry-on with the luggage ppl and pick it up later when I get back to the resort.