The cold will send your body into survival mode. What that means, in part, is that most of your blood is going to rush to your major internal organs so they'll keep pumping along to make sure you're still alive. As that happens, the blood flow to your extremities, such as your feet, will decrease, and with less blood, you'll have less warmth. That means that in cold weather your feet are far more likely to be affected by the cold than other parts of your body. Therefore, it's very important that you keep them nice and toasty.
The two best items to keep your feet warm are a good pair of boots and some snug and comfy socks. When you're searching for a good pair of boots, make sure that they are wind- and waterproof to keep all that cold air and rain away from your feet. Also, make sure they're comfortable, because after some long miles you don't want sore feet when you're walking around the restaurants and rest stops along your journey.
Socks should be wool to keep your toes and feet very warm inside your boots. Also, you can layer a couple of pairs of socks if you want to guarantee that your feet will stay toasty, letting you concentrate on enjoying the open road.