Some very basic stuff here: To survive outside in nasty weather, you need two things: to stay warm, and to stay dry. These are actually two different needs, though they are related.
To stay warm, you need insulation - something that keeps body warmth in. That insulation can be provided by many different materials, including (but not only) "down". I suggest you stop focusing on "down" because that's misleading. Down is just bird feathers. There's nothing magical about goose down, or feathers from any other bird. Historically, bird down has been used for insulation for a few reasons, some of which are no longer really important. In fact, the feathers don't keep you warm at all. What keeps you warm is air. Yep, air. The reason feathers have historically been used is because they're "fluffy" - under optimal conditions, feathers provide a lot of "space" for air to stick to, and that air insulates you (a second reason they have been used historically was probably that there was not another great use for them - I mean you can only make so many pens - so it was probably a good use for stuff that might otherwise be tossed in the village landfill). But feathers are only good for insulation as long as they stay dry. Get goose down wet, the feathers clump together, there's no fluffy spaces for air, no insulation, and you die (if it's cold enough and you can't get inside).
The second thing you need is to stay dry - to keep water out. Your expensive, fluffy goose down parka that makes you look and feel like the Michelin Man (or Michelin Woman) when it's nice and dry out will leave you cold and feeling like a wet rat if it gets rained on. That's why if you are going out and there's much chance of wet weather, a down parka is a terrible choice. If you have a down parka with a waterproof shell, that can be OK - but then you have to deal with moisture from your body warmth.
In any case, there are better insulation materials than bird feathers. Polartec, or other brands of synthetic "fleece" can insulate almost as well as dry goose down, but maintains its fluffiness - and thus also maintains its insulating properties - even when wet. Wool does, too (to a degree) which is why folks who live way up north have traditionally used wool garments in the winter. These days, to really weather-proof yourself, you want a garment (call it a parka if you want) that has a waterproof but breathable shell, with enough insulation provided by layers of good quality fleece.
The shell material? Ideally it should be waterproof (not just water-resistant) but it should also be breathable. You don't want some rubber or synthetic material that completely blocks all moisture - because your body will generate some of that (sweat); if you keep that moisture in, you get wet. The trick is to keep the rain out, and at the same time let the sweat escape, too...and that is a tall order. It's most important when you're doing active things - skiing, hiking, climbing up frozen waterfalls in the rain, etc. For that, god gave us GoreTex, a miracle fabric that keeps rain out but allows sweat to escape. It's wonderful stuff (and expensive - but so worth it).
If you're going to be out in serious weather, doing serious things, ideally you want GoreTex from head to toe, with good fleece for insulation, and layers. If all you're going to be doing is walking from your hotel to the bus, you can get away with an umbrella and yoga pants. For most casual travelers, something in between works.
My last trip this past July, we brought serious GoreTex jackets and pants, waterproof (GoreTex) hiking boots and wool socks. We didn't need that every day, but there were several days hiking in the Faroe Islands where that stuff may have saved my life. I was very glad to have brought it along. YMMV.
Hope that helps. I know, TLDR. Sorry.