Question regarding lining for my coat and pattern sizes Sewing Machines Parts and Sales in Los Angeles

I am about to start my first sewing project made with an actual pattern purchased online. It’s a coat from McCall’s (M6800/a5, coat type C). I have the fabric, lining, buttons and everything so I’m eager to get started… however I am not sure which size to use.

I have a US womens clothing size 10, but the lining I want to use is thicker, so I am wondering wether I should use lining size 10, and coat size 12? (It’s thick lining to keep warm in the winter).

Any advice is welcome!