Lots of good recommendations here. All I would say is take your time getting the fit of your boots right and if they don't fit, take them back at the end of the first day - the fit of your boots is incredibly important to your comfort, the warmth of your feet and control of your skis.
I have skied for years and have never got "
just the right" eyewear. If it is bright(ish) and isn't snowing, I wear sunglasses. I only wear goggles if it is snowing or is overcast and there is no contrast on the surface of the snow. Don't, EVER, EVER ski without some form of eye protection, it really is 100% essential.
I wear salopettes from Tchibo, they are fine. I own and use good quality (merino wool) thermal underwear, technical T-shirts and a couple of good quality fleeces, beanies and long socks. I use a pair of expensive gloves and use merino inners if it is really cold - I have two pairs, one for before and one for after lunch. As has been pointed out frequently above, "layering is your flexible friend".
If you haven't bought a lift-pass as part of your package, for God's sake don't forget to allow for the cost - I did the first time I went skiing and ended up almost broke
Personally, I would always recommend that you have lessons when you first go skiing - if you don't, even if friends show you the ropes, you are likely to end up feeling frustrated and not enjoying the holiday. Try not to drink alcohol on the mountain, do drink lots of water and despite the very real temptations, try to avoid getting a hangover
I hope you enjoy your skiing, it is an absolutely fantastic (even if VERY expensive) sport - I would absolutely love to do a full season.