Wow, this so depends on personal style. I started this same journey a few years ago but I like edgier clothes and am petite, so for instance a Burberry trench could never work for me.
So first find your proportions - do you prefer fitted on top, bottom, or all flowy, or all fitted? Do long cardigans, jackets, trenches flatter or are you better off with cuts that hit at the waist or are cropped? Take a look at style blogs/photos where the person is of your proportion and coloring.
I would advise for anyone:
Find your best jeans if you are a jeans person - whatever the price, the style that flatters you will have good options. For me it's Rag & Bone. You can never go wrong with well-cut dark jeans.
Get a great leather jacket - personally I am a fan of Rick Owens jackets but this is all about height and build - I would love to wear a classic moto but they look awful on me. If you are tall with strong shoulders a real Schott-type moto could be amazing.
Since it gets cold where you are - choose your favorite coat style and find something you love. My investment coat is a Karl Donoghue black/brown shearling, but for rainier weather you may want a classic cashmere double-breasted coat - whatever you choose just love it!!
I concur on the Weitzman 50/50 knee boot. You can't go wrong especially if you have cold/rainy weather. Also, find the ballet flat that works for you. I went through Chloe and Chanel and Valentino before realizing that Delman and Sam Edelman (yep) worked better and lasted longer for me.
If you need work dressing, find a walkable pump/slingback. I like Emerson Fry for this - in fact EF is great for many classic basics. Manolos are always great too but the price point keeps rising!!
Cashmere - you cannot have enough cashmere jumpers, again up to you if v neck, crew neck, cardigan suit you best. I love a long, cozy, cardigan coat for the climate you describe.
Great wool and silk trousers - this eludes me so far, but if you can find the right cut, buy them. I hear good things about Joseph.
Leather skirt in camel or black, knee length or midi - works in so many places. If you are up for it, leather or suede trousers are an instant upgrade to a simple outfit. If you are unsure, Blank Denim makes great faux leather leggings that will let you test out your comfort factor for under $100 - I wear mine more than my "real" leather and suede. That said, Stouls makes amazing machine washable (!!) sueded leather trousers.
Find a silk blouse you love.
Great scarves can make an outfit. I like Hermès cashmere but not the silks as much; love Drakes mens' scarves, Chan Luu cashmere/silk wrap scarves, and Etro. Invest here as with killer bag, scarf, and shoes you are already dressed.
A few great LBDs and some dresses in your best colors are essential and again, this is up to your taste and structure. For instance, I am too busty AND too short to wear DVF wrap dresses, but they look great on most people. If you can find a sales assistant or personal shopper who is honest and helpful make good use of them here!
In general....find brands that are well-made and fabrics that feel amazing against your skin. This might not have as much to do with name or price as you would expect.
Finally, if you find an item you adore do not hesitate to get it in a few colors or every color

I have Inhabit cashmeres, Owens leathers, Weitzman 50/50s, Rag Bone boots, and Chan Luu scarves in multiple.
HAVE FUN!!!