i'm about halfway through my own first winter right now and i've been slowly eating through my (quite small) vegetable reserves to make soups, and using my grain that i've scavenged to make bread and pies. i had ~45 parsnips and carrots each, and now im down to single digits of both, and i've used probably ~32 rye so far. meat is scarce in the cold, so if you explore during the daylight, i'd take any opportunity to gank something easy, like a raccoon, fox or boar. though the upside is that i've seen very few wolves, and like 2 bears!
as for warmth, i've used well over a dozen stacks of firewood to this point. i made sure to dedicate a lot of time collecting wood during the fall so i'd have plenty for winter, and it's paid off. use whatever hide and fat you've acquired to make some cured pelts and turn them into fur clothes for that extra warmth boost too. daytime is never above 0°C and nights get down to -25°C in January. you'll also have an increased hunger rate if you stay outside in the cold, so always bring some food with you if you're exploring. it's also important to mention that temperatures started dropping below 0°C in October during the night, and just kept dropping, so plan your farming accordingly! (this is all assuming that you live in a temperate climate like i do :p)
as for spoiler creature/events, i haven't encountered anything except for some temporal storms which i just bunker down in the cellar for (after saying hello to dave of course!).
