When winter starts
A default game starts on July 9. Winter covers December, January and February, so the first cold season begins about 145 days in and ends when March starts. If you change the start month in the sandbox settings, the calendar moves with it.
The cold does not switch on overnight. Autumn brings temperature swings and fog, and the first frosts can arrive before December. Snow falls when precipitation meets air at or below freezing. One guide gives the winter range as -22 to 32 °F (one source), and the lower end of that looks extreme, so treat it as a rough picture. The sandbox Temperature option runs from Very Cold to Very Warm and shifts the whole year.
Days are also at their shortest, which cuts the safe daylight for looting. The radio forecast described on the weather page warns of blizzards ahead of time.
