You're not the only freak
Snow is cool because of tubing, driving like a crazy person, snowball fights, using a snow blower.
What I have yet to experience: snowmobiling and ice fishing
I like the fact that it gets cold and there's snow because with the right gear (northface) you can withstand anything and go "fuck off with your cold weather, I kick ass!" and it feels ok because you're set with your gear.
Winter and snow also makes you appreciate summer.