Practice Hygge, the Scandanavian practice of doing everything "cozy". Warm fireplaces, emphasis on hot drinks and stews, maybe some light booze in there, blankets, cozy clothes. Take up some sort of outdoor activity.
I live in the Adirondacks and get far more dark and cold days than most here, and that generally keeps us all indoors from November to April. It's all about making your indoor environment appealing and not just some cold dark room you're stuck in, AND getting outside on the days you can. Your body can handle the cold FAR longer than your mind can. There's no reason you can't go for walks in 20 degree weather.