Winter can present some amazing light. Sometimes this light may be better captured using HDR techniques, sometimes not. Outdoor winter photography is probably the environment that most cameras Automatic program has the most problems with. The camera typically gets both the exposure and white balance wrong. All the large white areas can also create problems for the auto focus that tries to find something to focus on by looking for sharp contrasts.
On top of that we also have the problem with the cold itself. The camera gear itself can actually handle the cold quite well. The big problem is when you get back home, into to the warmth that you've been longing for. At the same time you get the feeling back in your fingers and toes your camera gear may have a really tough time due to condensation. The condensation can be seen on the outside, but the dangerous condensation happens inside the camera and lens.
To keep your camera healthy remember to remove the memory card (because you want to look at the pictures right away, right?) before you enter the house. Then leave your camera in your photo bag, closed. Leave the photo bag closed for several hours, preferably until next day depending on the temperature differences. This way the gear will be heated slowly so that no condensation will build up. If you really need to "defrost" your camera quicker you need to put it in a sealed plastic bag. The main thing here is that the air around the camera has to have the same humidity as it was outside. If you let in air from the house into the bag then it will condensate.
The cold temperature will also make your batteries perform worse than normal. So make sure they are fully charged, and if you have extra batteries, don't leave them home.
If you've never looked at it before, then this is the time to look at the histogram. Most cameras have it, even the really simple compacts. The height of the graph shows the amount of pixels that have this intensity with black being to the far left and white to the far right. Make sure that you do not have a spike at the far right. This means that the picture is overexposed. The camera is often fooled the all the white and, in my experience, often underexpose. The easy fix here is to add, for example +1, to exposure compensation – but keep an eye on the histogram.
The white balance can be set manually on most cameras. A good start is around 5600 Kelvin. Make it a bit higher if you want more warmth, or if you are shooting ice, you may go down to 4900 for a more dominant blue tint.
And last, if you can, use RAW. It will give you that extra chance to fix exposure with at least one exposure step back home that jpeg will not.