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I am a beginner. I live in Toronto. In the February/March season, temperatures drop to -20°F, sometimes it's even colder.
Is the following a good outfit for cross country skiing?
For top: base layer that wicks moisture and a ski jacket. Do I need a fleece? The fleece makes me sweat.
For bottom: thermal and snow pants.
Wool socks and snow boots.
Ski gloves
Yes and don't even think about leaving your fleece at home... Even if you are moving fast and therefore producing a lot of warmth by the exercise there is always the possibility to get into bad weather. And if not, what are you doing when you stop for a break? You are wearing wet clothing and it is cold. Maybe even windy. This will feel really cold and you even might get hypothermia in those conditions.
Always take one layer of waterproof clothing with you while going in remote areas outdoors. I never use all my gear on each trip but in case of emergency you will be freaking glad you carried the extra weight in your backpack all day long 99 times, and have it with you the hundredth time you go on a ski tour.
If it is cold or there is a chance it might get cold (and -20°F is very cold in my opinion), always take appropriate layers for warmth. If you sweat going uphill in the sun, just make a 30 second stop, drink something and pack that extra layer in the backpack. Try not to sweat too much, because sweating makes you cold! It is great to use the layering system where you are able to adjust very fast to the conditions and you will therefore always stay comfortable.
Besides that I suggest to carry a second pair of gloves and even take two items for the head. Just in case it gets wet (very likely for the gloves) and you can even use the layering system for those items. In cold conditions you described I bring a balaclava with me. Additionally it's not a bad idea to have a spare base layer shirt because you will be wet from sweat at the summit before you go on the descent. Because of the wind speeds while going down, you will be happy to have dry clothing. For the first layer I like merino wool a lot, try it and you will love it!
Always bring plenty of layers, so you can add/remove as necessary. When I cross country ski, I often end up very warm. Even if it's only 20°F out I may be skiing in a synthetic T-shirt. The important thing is to have the warm clothes available to put on when you stop or if the weather worsens.
Should you bring a fleece jacket? 100% yes!
Do you have to wear it the whole time? No, do what feels comfortable.
It's important not to overheat, as the sweat you will produce can freeze when you stop moving and can make it more likely that you get hypothermia.
Here's based on my experience of bicycling in Toronto in winter (a daily 18km / one-hour each-way commute) ...
Don't let your hands and feet (fingers and toes) get cold. They don't have a lot of fat and blood circulation and muscle (I guess they're mostly bone and tendon) so they need insulation. It's been decades since I last cross-country-skied but when I did I was wearing cross-country-ski shoes (which are designed to fit the binding of the skis), not snow boots.
Anyway to answer your question I recommend a zipper at the front.
My overcoat is bulky and down-filled from Mountain Equipment Coop. It has a built-in (insulated, optional) hood, and an interior elastic belt (so that warm air doesn't escape out the bottom of the coat). The point is that the coat is more than warm enough: if I close it up completely then it will keep me warm, even if I stop exercising (if I were waiting for a bus or whatever).
To be comfortable while exercising I undo the zipper[s] to let warm air spill out and away from my chest and from inside the coat (to keep my 'core' temperature cool enough). The fleecy, too, has its own zip. So I can get the right amount of heat spillage, by unzipping the coat and/or unzipping the fleecy underneath it, and varying the amount of unzippedness (throat, collar, mid-chest, diaphragm, or almost completely unzipped).
Some people will tell you that you shouldn't have a cotton T-shirt in case it gets wet. I found that as long as I unzip enough (and adjust the amount occasionally) then I don't get too hot and hardly perspire.
If the temperature is warmer e.g. -7°C or higher then it might be too warm to exercise in a feather coat even if it's unzipped; so then I'd have the same as above (i.e. gloves and fleecy) but a thinner jacket padded/quilted with artificial insulation instead of the feather coat.
The reason for wearing a fleecy underneath is probably so that I can unzip the winter coat. Where the coat is unzipped, the fleecy lets the body heat out, but still keeps the freezing air/breeze off my skin. At -20° you can't expose your skin to the air for too long even if your body core is warm enough (skin gets too cold even if the core is warm). Having a fleecy underneath is why I can afford to unzip the coat a bit.
I want to be able to adjust the insulation to match the wind and the heat-from-exercise (so that I'm always neither too hot nor too cold). As you may know it's fine to perspire when it's hot but it's better to avoid that (getting wet) when it's very cold.
tough to regulate well enough - Maybe that's easier on a bike: a more constant (and more easily varied) effort, and a more constant wind speed.