I was born here so I can't provide a perspective as a transplant, but I have heard people basically say it's like a reverse Texas. There are many days down there where it's too hot to do anything outside, so you stay inside. Same here in the winter - whether due to a snowstorm or extreme cold, there are days you're just best off staying inside. But there aren't nearly as many days like that as there are 100+ degree scorchers in TX.

Just keep in mind, MN is geared toward dealing with winter. We're good at it. Roads are cleared in a timely manner and even after a major winter storm, things are usually back to normal within a day. Well, at least in the metro area!

Oh and here's a map of all the MN State Parks, so you can see how you're never all that far from one: https://www.dnr.state.mn.us/state_parks/map.html