Contrary to recent hype against ultralight backpacking it is not necessarily any more dangerous than normal backpacking, and in the long term can even be safer. Look at my gear-list carefully, what am I missing that would put me in danger? And carrying less weight lowers the probability of a major injury, and makes it more probable that I can hike while injured. The extra mileage I can cover gives me more options for getting out of a bad spot. As long as you're not injured and have sufficient water you can always get up and keep on walking. It is important to know your limits. I've walked 50 miles in 19 hours with no pack, and I know that's my limit, after that I had an overuse injury and had issues walking for a few weeks. I don't like to hike at my limit so I'm just working up to repeated 20 mile days. The longest I've done is 15 a day planned (on a very unpredictable poorly mapped trail), with full knowledge that I can hike double that I figure I'm pretty safe.
Obviously if you get over zealous about dropping gear and aren't careful you CAN put yourself in a bad spot. So, simply start in the summer. If you go out in the woods in PA in the summer with a little gear it takes some real effort to die. You might have an uncomfortable time, but you'll probably be okay. If you are hiking in Alaska it's a different story. It's always dangerous there and if you don't know what you are doing find someone who does. Just be smart and play it safe. Know your gear well before embarking on something crazy, and know your limits better.
I should preface this by saying that when I'm moving I'm an extremely warm person. I'm very happy walking in 20 degree weather wearing shorts and a t-shirt, a windbreaker, hat a gloves. When I'm not moving I chill off quickly, but still run a bit warmer than many.
If you are a colder person you basically just need more base layers that don't come off. My wool shirt turns into your base-layer and you add a comfortable jacket over that. Bear in mind that overheating makes you sweat, and that makes you colder (especially when you stop moving). If you can let your body adjust to the temperature and just get used to being a little chilly. I shoot for keeping myself at the minimum temperature that doesn't start degrading my physical abilities. Fingers getting stiff and the like. Add layers whenever you stop to break. Given time to adjust bodies can do an amazingly good job of keeping warm, it does take multiple days to get used to colder temps. Keep up the calories though, you'll start burning them FAST with hiking all day and keeping yourself warm.
Hike a little faster as you come into camp, and get into your sleepingbag as fast as possible. A sleepingbag is by far the warmest item for it's weight so use it. You'll quickly find that most of your warm clothes are only necessary when not moving, and thus can be dropped using this technique. I have found though that when hiking with groups I need a little bit more warm clothes because it's antisocial to retreat to one's tent and sleepingbag.
Put damp things or anything that you want warm in the morning in your sleepingbag with you. This is an AWESOME technique. Putting your shoes in a bag so they don't muss your sleepingbag and then putting them in your sleepingbag will make your feet so much happier in the morning. If you have something that's pretty wet, and can stand it, wear it to bed. This forces a lot of heat through the fabric and dries it out surprisingly quickly. I dried out a pretty soaked polerfleece jacket this way once in 15 degree weather.
Pockets! At least for me, gloves are never enough if it's really cold. Make sure you have really good pockets in your warm layer. My down vest has nice elasticated pockets that seal in the warmth. Optimally you would have little insulation between your body and your hands so they can get all of the warmth of your stomach.
You might notice that my wind layers are all separate from my insulation. The advantage is this way my clothing is much more flexible. I can wear windpants alone to go through thick brush. On a cool afternoon I might where only a rain-jacket but not my wool shirt. Materials like pertex are capable of standing up on their own, and they are exactly what the shell of a jacket would be made out of anyway. So when I put the warm and wind layers together I get something identical to a more conventional layer.
Personally, I don't have problems with my ankles, and I do have problems with my knees. I've also found that my feet hurt no matter how much support my shoes has due to the funny shape of my right foot. So, I decided support gives me no gain. Having a flexible sole and low ankle lets me stick to rocks better and gives me a more natural comfortable stride that puts less stress on my shins. I combine these with gators because my stride tends to kick up bits of trail that drop off the forward moving shoe into the backwards moving shoe. With 30 lbs or less the ankle support doesn't help me much anyway, and a hiking pole helps as well on rough terrain. Basically, I want to be walking like I'm barefoot, because I've found my body works well that way. This may not work for everyone, like anything else, but for me it's lightweight shoes all of the way, and I highly recommend trying it. I should say that I used to run trails daily with a 15 lb pack on, so when I say I don't have weak ankles, that's what I mean.