
While you are sailing dinghies capsize is inevitable - capsize drill should form part of the training syllabus. Therefore you must be dressed to get wet. You can either wear a wetsuit, which keeps you warm by trapping a layer of warm water against the skin (warmed by your own body heat, but then acting as good insulation) or a dry suit, which keeps you warm by keeping the wet out, and therefore allowing you to wear appropriate layers underneath. Which you choose is a matter of preference and budget.
On yachts, which don't capsize, the priorities are different. Foul weather gear for yachts is not about protecting you from submersion, but designed for keeping out rain, spray and cold.
So if you are planning to graduate quickly to yachts, do not invest too heavily in dinghy gear - many sailing/training centres hire out wetsuits etc. On the other hand, if you plan to stay in dinghies for a while, get the best gear you can reasonably afford. Take advice from instructors or experienced sailors about what works for them and which are the brands to look out for. Enjoy!