Either one works it just depends on whats comfortable and the design of you jacket and gloves. Personally I wear may gloves on the outside to keep snow out of my sleeve and out of my glove and prevent a gap that would allow cold air in. This works especially well if your gloves have long gauntlets (wrist part) and good drawstrings. The trick is to get good at doing that with your gloves already on, it can be tricky with bulky gloves but once you get the hang of it, it will keep you cozy in the cold.

it all depends on what type of glove you have it should have said when you bought it if it was an over or under glove. the way to check though is this; if it is very loose at the top and has a draw string it means that you are soposed to tuck your coat in under that part. but if it can get very tight at the top and has some kind of velcrow that you can use to make it tight at the wrist then you put your coat over it. good luck