Went on the Sun Princess this past July. It was fabulous! It will be cold by the glaciers. I took a Helly Hanson jacket (found online) - like a Gortex. It worked great! Also worked as a rain jacket - and there WILL be rain. Count on it.
Hat or earmuff or a headband type to cover the ears - especially if you like walking the promenade which was wonderful in Alaska.
Gloves - yes - something lite though - like runners wear.
Take a digital camera or else lots of film and ENJOY.
You will love your cruise.
Feel free to email me for any more info or to see my pics.