Winter Clothing in 1st century AD legionary re-enactment

[Jori]

Tacitus, in his Histories, Book II, chapter XX, about roman general Aulus Caecina Alienus :

At Caecina, velut relicta post Alpis saevitia ac licentia, modesto agmine per Italiam incessit. ornatum ipsius municipia et coloniae in superbiam trahebant, quod versicolori sagulo, bracas [barbarum tecgmen] indutus togatos adloqueretur.

Or, in english :

Caecina, who seemed to have left his cruelty and profligacy on the other side of the Alps, advanced through Italy with his army under excellent discipline. The towns and colonies, however, found indications of a haughty spirit in the general's dress, when they saw the cloak of various colours, and the trews, a garment of foreign fashion, clothed in which he was wont to speak to their toga-clad citizens.

We are speaking of the year 69. What would think an average legionary of his general wearing such barbaric clothes?