Get a good wind breaker or winter coat, a few pairs of long John's, and a ski mask or two.

Our winters get cold but there's entire civilization's that existed in far colder temperatures, if you wanna do outside stuff its really just a matter if getting your layers right

And maybe bringing a thermos of hot chocolate.

I've done hikes and bike rides in <30 degree weather. Its not what we're used too but humans are very adaptable.

And there's always ice skating, there's a number of affordable public rinks.

And standard warning that if you aren't KEENLY familiar with lake ice, don't fuck around in it, and even if you are anything under 5" is taking a risk.