While the short days and long nights have some of us rushing to our warm blankets and fuzzy socks, we should really be rejoicing in the blessing that is Winter. Imam al-Hasan al-Basri (rahimahullah) said,
The best season to a believer is the winter, its nights are long for those who wish to pray, and its days are short for those who wish to fast.
The Mercy of Allah is abundant during this season. Short days are easier to fast in (especially compared to the long hot days of summer these past few Ramadans). And long nights give us more time in between Isha and Fajr to take advantage of some extra prayers.

If you haven’t made up missed fasts from Ramadan yet, now is the perfect time to do so. And while you’re at it, why not try following the Sunnah and fasting on Mondays and Thursdays. You’ll be able to eat before you know it, and subhanallah the rewards are numerous.

As far as praying in the night, it is well-known that one of the best times for prayer is the last third of the night. On the authority of Abu Hurayrah (may Allah be pleased with him), who said that the Messenger of Allah (peace and blessings of Allah be upon him) said: "Our Lord (glorified and exalted be He) descends each night to the earth's sky when there remains the final third of the night, and He says: 'Who is saying a prayer to Me that I may answer it? Who is asking something of Me that I may give it to him? Who is asking forgiveness of Me that I may forgive him?'" [Bukhari (also by Muslim, Malik, at-Tirmidhi and Abu Dawud).] So take advantage of these long winter nights, brave the cold, and have a spiritual moment with your Lord.

In addition, winter is a great time to start staying awake after Fajr prayer. You’ll want to chase the sunlight while you can, don’t waste those precious daylight hours sleeping.  It’s also the perfect time to snuggle up with a good book – Try an Islamic classic like Purification of the Heart by Hamza Yusuf or some Al-Ghazali. Winter will be over before you know it, so grab some hot chocolate, light some candles and get comfortable.