The northern lights is likely to be something you want to capture on camera. It will require some preparation, but photographing the aurora borealis is not as hard as one might think.
Spare battery or power charger: The cold drains batteries quickly.
Camera: A camera with interchangeable lenses is best.
Remote trigger: A cable release fitting your camera will be invaluable in reducing the vibration.
Sturdy tripod: Avoid blurring of the picture from camera movement.
Lens: Use a wideangle lens.
Wool basic layer
Fleece and/or thick wool sweater
wind- and waterproof jacket and pants
Winter shoes with rubber soles
Hat and scarf
Rule of thumb is to dress in layers in order to remove or add clothing if you get too hot or cold.
For fast paced activities you will need additional proper apparel such as thermal suit, boots, gloves and headgear.