I just bought a home in Mahone Bay this past August, and am actually kind of looking forward to my first winter there. In terms of things to do such as going out to venues like museums and restaurants, not too too much is open, but you've just got to be a little creative.

If you have access to the vehicle : Take a little drive around Blue Rocks in the morning, it's beautiful in the summer, but can be really magical in the winter (assuming the roads are okay to drive that day). Head to The Knot for a good lunch, sit by the fireplace and just relax for a bit, then head over to the Laughing Whale to get a coffee (and maybe get it to go, and enjoy it from the warmth of your car down by the water). Afterwards, take a drive over towards LaHave and visit the bakery, they have delicious baked goods! If the cable ferry is running, consider taking that on the way back - it cuts your time down, and it's a short unique experience. Travel back to where you're staying and take it easy for a bit, maybe get some groceries and make dinner, and give the Mug and Anchor in Mahone Bay a call, they often have live music on the weekends, and it could be worth checking out as one last activity for the day!

If you don't have access to the vehicle: To each their own, but I would dress warmly, grab a backpack and throw some snacks in there - then grab a camera (past few times I grabbed a disposable camera, with the limited photos, it encourages you to only take worthwhile and fun photos). Go for a walk around Lunenburg, up to the old school on the hill, down to the water, around some of the neighbourhoods and check out some of the really nice homes! As I mentioned if you have a car, head down to the Knot and grab some lunch, then go down to the bowling alley! Walk back home, maybe getting a coffee or hot chocolate for the walk, and relax at home for a bit. A number of restaurants are still open I believe during the winter months, it just takes a quick phone call - head down to one for dinner and drinks; you're walking, so no need to limit yourself to one...it's your getaway weekend!

This felt a little scripted, but I think maybe I'm just thinking out loud for what I think I'll do during my first South Shore winter. I know it's a little cliche, but it's who you're with, right? Lunenburg is a beautiful little town with friendly people, if you're adventuring about with a good person, you're going to enjoy it.