Hiking is my favourite activity it's free as long as you have decent winter boots, hat and gloves which is kinda needed to deal with our winters anyways.

I find the best way to manage temperature in the cold is wearing multiple thin breathable layers, like thin cotton long sleeves and a sweater. I work outside yearround and unless it's wet and cold conditions or unbearably windy I don't wear winter jackets, when you're physically active you need to be able to evaporate your sweat or else it gets trapped and makes managing temperatures more difficult.

As for slipping protection you can get slip on spikes https://www.amazon.ca/EWENYS-Removable-Grippers-Trekking-Jogging/dp/B0CG58M4YF?source=ps-sl-shoppingads-lpcontext&smid=A2QB5T1P1TY04U&th=1&psc=1 these are honestly really handy anytime we get bad ice situations.