People get down in the winter, but you may be surprised to learn that it's not because of the cold weather, but rather the lack of sunlight. The serious condition (which you probably don't suffer from unless you live in extreme areas north or south of the equator) is called, appropriately, SAD – seasonal affective disorder.
So as comforting as cuddling up an a favorite blanket (on sale at Conway!) with some hot cocoa and a movie may be, do it after you've gotten in a least a bit of sun. You're going to need it if that movie you are cuddling up to is this week's pick.