No cotton: Cotton absorbs moisture and quickly becomes a fabric that makes you colder rather than warmer. Avoid it in all of your layers if you possibly can.
4 layers of thermals: Thermal underwear is one of the most important things you’ll take with you. I had at least two layers on top and bottom at all times — a layer of 200GSM merino wool and a layer of polypropylene.
2 bras: I recommend supportive over cute, since it’ll be hidden under a pile of other clothing and you’ll be doing a lot of activities that cause a lot of bounce, like snowmobiling and dogsledding.
Gore-tex gloves/mittens with glove liners: Gore-tex is one of the warmest, most waterproof fabrics you can find for winter gear. It comes with a big price premium, but even in -33°, my Gore-tex mittens kept my hands quite warm.
Fleece neck gaiter: Not only does it let you keep your cheeks, nose, and mouth warm while doing things like dogsledding or snowmobiling, but it also helps you breathe during the cold nights.
Good, broken in winter boots: Of everything you take to Lapland, this one is the most crucial to get right.