I will do master degree in IUJ in Niigata. What clothes should I bring with me for the winter there?
You buy winter clothes there when winter comes.
Assuming you are from somewhere in the Northern hemisphere, it's summer and you can't buy "winter" clothes at home. If you are from a tropical or subtropical country, whatever winter clothes available are unlikely to be suitable for the Japanese winter, and/or look awkward and out of place in Japan.
Size could be an issue for some. Japanese stores usually don't carry real large sizes so you might have to find a big-and-tall store if you fall into that category.