Tips for visiting Santa Fe in February?

Hi! I am visiting Santa Fe this month. I am expecting it to be cold; how many layers would people suggest I bring? I have a list of restaurants, museums, and public areas I want to visit, but I would love to get some more suggestions.

Also, should I buy tickets in advance for Meow Wolf and the Georgia O'Keefe museum, or can I wait until the day of?

Thanks in advance!