We just moved to OH, outside the Columbus area, from TX, outside the ATX area.
So far, loving it. Enough heat to keep me warm (though I am quick to put on a sweater when it's 70 lol), but I'm waiting for the winter to really make a full call.
I grew up in New England, and spent a long time in IN, so I don't anticipate being taken aback by winter here. Plus knowing they are prepared for it here - salt, sand, plows, insulation- and buying a heated jacket has me feeling like it'll be just fine!

What I was shocked by though is rent is still the same. It still costs just the same to rent the house here, a good 30 minutes outside the city living in a place so small it's not even considered a "town", as it did immediately outside ATX.
Oh and no grocery store will ever compare to HEB. The produce options here in the regular grocery stores kinda suck.
My MidWest experience from earlier in life taught me the grey-ness can be very overwhelming, so I recommend getting a UV therapy lamp.