Healthier is all about moderation, something I have taught many and never learned.
Basically find active things you enjoy and do it.
Cold wise, once you get used to getting out of the door you find it's OK. If you can't do that go for indoor activities.
I find running etc. in ice and is a matter of put on spikes and go a bit quicker near the start to warm faster, but I am weird.
There are loads of threads here to help people starting out, obviously the more we know about what you want and enjoy the better we can aid you.