You will need to travel light (66 pounds if you fly first class) but warm. Every event of the Winter Olympics takes place out of doors, some at night, and you will be standing or sitting, not exercising. Here are the minimum requirements for comfort for both men and women: a warm, lined, traveling coat (you don't weigh it) such as a camel's hair or Loden cloth duffer; alpaca-lined boots—you can buy them there; lined leather gloves; long woolen underwear; sunglasses, muffler, ear-covering cap.
If you have the space also take a stadium blanket kit with Thermos jugs included, handwarmers, electric socks. In the evenings dress during the Olympics will be casual: sport jackets, sweaters and skirts. Cortina has excellent shops that can supply anything else you need.