You can also look for tracks in the snow. Look for cat, dog, squirrel, rabbit, birds, and any other animals you know are in your area. Around here my daughter and I look for fox tracks as well as squirrel, rabbit, and the different birds. Also, look for wing marks in the snow where an owl or hawk may have caught a mouse.
You can study the trees and shrubs to see how they are preparing for spring. Look at the buds. Also, notice the difference between the old growth and the newer growth on the branches. This is also a good time to study the bark on the trees and learn to identify the tree by its bark.
If you have fruit trees or bushes in your area look for where the rabbits have chewed the branches. You can tell rabbit damage by the way the twig will be cleanly cut at an angle.
Look for squirrel nests in the trees. Also, keep track of what days the squirrels are more active. Notice the weather when they are active and when they are not.
Hope that helps give you some ideas. Have fun in the snow!