Yes it's cold, but the hearty farmers and food-sellers at Union Square, Grand Army, you name it, are still outside selling. Here are some things to consider when you're shopping
Arrive Early: before everything's been picked over - if you want the choicest goods
Walk the Place Before Purchasing: I know I get overwhelmed, but as the selection changes every week, depending on the season, and as you should scope out who has the best stuff, take a stroll. Follow the pros - you can spot them.
Ask Questions: Everybody there cares about food, where it comes from, how it was grown, and how to cook it, so ask the farmers and other shoppers.
Think Beyond Produce: there's lots of other things on your list you can get at the market, including milk (in glass bottles which are returnable), cheese, meat, honey, bread, etc.
Bring Cash and Tote bags: For obvious reasons, also, reuse your clear plastic produce bags from last time, so you're not taking new ones each time
Lastly, if you're in NYC, bring your textiles to the Goodwill Van - they will take them and either sell the clothes or turn them into rags (Everyday of the Greenmarket at Union Square, Saturdays at Grand Army)
Source: some common Sense and some Domino Magazine