In Montreal, people don't sit inside and put on a "winter layer" like in some colder US cities. They're active, and lacking much alpine terrain, they've also gotten creative. For example, the province of Quebec has an entire ice canoeing TOUR, wherein teams navigate the province in canoes on the frozen St. Lawrence River. Though that's more of a spectator sport, it's a spectacle you won't see elsewhere.
Montreal has an entire outdoor public curling stadium, lit up like a nightclub with pounding electronic music as part of Montreal en Lumiere. There's even a "Polar Hero" race where contestants run a 10K through 50 obstacles over a frozen course. The city supports an annual neighborhood hockey tournament, featuring teams from all over the city playing on public rinks. And dotted through public squares you'll find small ice slides blasting rock and electronic music, so any time of day an impromptu ice party might break out.
It was during one such impromptu slide party I realized that you don't need to take pictures of your feet in the sand to enjoy the month of January. Yeah, Florida is nice, but there's something to doing things in the cold that you can't during warm weather -- especially when you keep your pulse up. Visiting Montreal and Quebec City in the winter isn't just for warm-weather dwellers who want a change of pace. It's for people who live in colder climes as well, as an example of how to take the frozen months and make them fun. And maybe turn the phrase "winter is coming" into an expression of excitement.