So there are really cool and fun wintery things that can only be done when it is really cold outside. The first one is blowing bubbles. Yeah, I know, you can blow bubbles anytime. Have you ever gone outside when it is freezing cold to blow bubbles? It is really cool to watch them freeze and then shatter. Seriously, you should give it a try if you are somewhere cold. Especially if you have kids to do it with.
One of the other cold wintery things I love are ice luminaries. Basically you take a large container (like a large ice cream bucket), fill it with water, and set it out to freeze. You don't want it to freeze all the way as that will crack the container. Let it freeze long enough to create a thick wall of ice (how long depends on the container, how cold it is, etc.). Then you break the top layer of ice and dump out the water inside and carefully remove your ice from the container. You should have an ice shell that you can now put a candle in. You can make different sizes based on how big of a container you use. You can also add food coloring or items to the ice. I will put up some pictures after I get some made, but in the mean time you can find some (and more instructions if you want) by doing Google search. Oh, you can put your container in a freezer if you want, but if you are where it is cold they will last for weeks outside.