What are the holiday traditions of your game world? Is there one for Winter? Have you considered it?
Holiday traditions aren't really necessary for running a game. You could run a game for years and never once need to set things during a holiday. However, holidays are a big part of cultures. How holidays are celebrated are also a big part. So if you're building a world it can be a good idea to include that - even if just a few here and there - to help sell the world and setting.
Some things to keep in mind.
Holiday Celebrations Often Have a Practical Element
There is often a practical element to how certain holidays are celebrated. For example, Harvest Festivals often include feasts and may include marriage ceremonies. Why? Well, for one, you just harvested a lot of food so you have it on hand. For two, you're going into winter so fattening people up can be a good thing. For three not all of that food can be stored, so it is going to go to waste, so you may as well eat it. As for wedding ceremonies, again, you're going into Winter. A celebration can be good to help fight off the fears of the coming darker months, and when you don't have TV, Videogames, and Books there's really not much to do for entertainment. So why not have newly weds there together. Pregnancies that happen are likely to not be far enough along that the wife can't help with spring planting, and the child should be born before the next harvest giving the child time to get some strength before the following winter (when mom and dad will also have free time to care for the kid.)
Holiday Celebrations Can Have a Political Element
Feast days, celebrations, and other reasons to not work and celebrate bring joy and excitement. They give people something to look forward to. They raise morale. They give people a time to rest and recover. A ruler who is demanding of the people in their county can keep those same people from revolting or demanding better treatment by having frequent holidays to help distract them.
Holidays are also used as celebrations of events (more on this later) but also a time to teach a specific way things happen. Blurring what a holiday is about can help the political goal of assimilating a culture. Teaching messages about specific things and how they happened can give people a shared viewpoint. Not to mention the actions or events being celebrated will also encourage those types of behavior from others - afterall, acting like that got someone a holiday!
Holiday Celebrations Celebrate Events
Holidays celebrate events. Some of these are natural events, the Solstice and Equinox celebrations or the New Year for example. Other events are things people did. Hannukah is the celebration of a miracle that happened for the Jewish people over 8 nights. The Christian version of Christmas celebrates the birth of their messiah. Saint's days celebrate saints. Canada Day celebrates the birth of Canada as a sovereign nation.
Holidays can celebrate things big and small.Alamo Day celebrates the defense of Fort Alamo in Texas as a good example of a more "local" type holiday that could be in your world.
Not to mention the above mentioned things like "Harvest Festivals" and "Spring Celebrations" that happen (more or less along with the solstice/equinoxes).
So think about it. What holidays are in your world? What do they celebrate?