Wisconsin is like Hokkaido....so dress like people in Hokkaido! (-10 C possible)
It will be cold outside but, and you won't be outside too long. A very warm coat is needed, but you don't need winter boots. Don't wear open toed shoes. Don't wear shoes with smooth bottoms. In January it will be very icy, and might snow a lot. So, wear shoes that are a little water-proof and won't slip easy on ice and are relatively warm.
Very very very few people in Wisconsin speak Japanese, and if you can't pronounce your English well, they may have trouble understanding you., so be prepared for that.
I don't know about the seats at Overture Center, but if you have a ticket, you really don't need to worry about it.