I live in a cold climate, where the winters are very long. People here do some organized activities in winter, like volleyball or joining a book club. I bundle up and go for walks. If you can't stand going outside, then having some projects underway. Learn to play a musical instrument or a language. Cook some meals for the freezer. Call friends and family who'd love to hear from you. Plan your garden. Plant some seeds. Grow indoor plants. Make things. Train your cat.
I find I don't have a lot of energy in the evening to get projects started, so I get them started on weekends and keep going with them on weekdays.
Have fun!