As a Finn, I can give you some advice. Get some warm clothes. Jackets, pants, wool hats, mittens, wool socks, winter boots and a scarf. Get lots of warm blankets. Make sure you never run out of firewood if you have a fireplace. Cocoa powder and tea/coffee are also required to survive this long dark time. If you have time, go to the library and stack up on good books.
For practise, I suggest you play The Long Dark until you can make it for at least two in-game days. After that you might survive the real world.
The winter can be tough, but after a couple of years you might be ready to go outside and have some fun in the snow. Build a castle, a snowman or a snow horse. Maybe even go skiing, ice skating or sledding.
I hope this was any help in staying alive in winter!