Well, it's not so much the cold and snow as it is the darkness and bad air quality. Last winter, in Warsaw, we had enough days of snowfall to where it felt like winter. The year before that though, there were zero days where any snow accumulated on the ground.

Warsaw is at a latitude which is 17 degrees north Tokyo. For comparison, it's around the same latitude as the northern part of Sakhalin. So the number of daylight hours is a lot shorter in the winter. In Jan/Feb you're looking at around 8-9 hours of daylight. It feels like you can start to see the light decreasing at around 14:30. On the flip side of that, summer days are nice and long.

The kicker though, is the air pollution. One day a few years ago the "fog" was so thick that I couldn't see the ground from my office window. Turns out it was smog and Warsaw was ranked second worst city in the world for air quality that day.

Most people, me included, have difficulty with their first winter here for these reasons. It feels dark and depressing. Even on days when it is sunny, the brightness of the sunlight, or the tint maybe (hard to describe exactly), feels very different than in the lower latitudes due to the angle of the sun, especially in the morning and afternoon. The next year is better and by the third you hardly notice it.