Canada in Winter
The answer depends where in Canada you actually are because it varies from province to province.
ALL of us get snow except for the coast of British Columbia.
However, just two hours inland of the coast you get loads of snow and its a ski destination.
I don't really know from place to place in the other provinces but Ontario can be brutally cold sometimes. Especially where I live. It's not the NORM every day but it can get to -30 weather in the middle of winter. COLD!!! Long john weather! lol On average though I think we get -10 or around there and some days are much warmer when it is sunny.
So when you are ME and you go out with your kids tobogganing for a couple of hours you want to wear your long johns or maybe leggings under your pants (or if you actually toboggan with them like dad...snow pants), as well as an extra shirt under a sweater inside a LONG (covering the kidneys) warm, winter coat, warm woolly socks in a pair of warm winter boots, mittens to keep your hands warm, scarf to cover your face (especially if it is cold,cold) and a toque (hat) to keep your head warm. If you're dressed appropriately the winter activities can be fun!
I'll post information LINKS in the sidebar about winter in each province so you can get an idea how it is across the country.