I've heard it can get as low as -20C,
Do people avoid heading out at nights due to extreme cold, or is it tolerable providing you have the right clothing?
It's not always freezing. Last winter was quite mild. I would say some people stay at home when it's bad. I don't though.
wondering whether to purchase myself some warm clothing before flying over,
You'll only need a warm coat, sweater and some good footwear.
It can get cold, but at the same time the streets might be dry with no snow.