What can you do? Many things. The best is always to embrace fully what you're in and not fight it, not resist it, go with the flow as they say. If you love the outdoors and have easy access to it you are way ahead of the city people. Go for a walk - enjoy the snow, the sunshine, the slush (it squishes so beautifully under the soles), or a gray day - go skiing, snowshoeing, walking your dog or yourself - but go out and get some fresh air and a bit of vitamin D aka sunshine. And do eat your egg yolks, because it's the best vitamin D you can get besides actual sunshine.
If you are not an outdoorsy person, or have few opportunities to get out during this sometimes dreary time of year, you need to tackle the doldrums a different way. Friends! Community! Conviviality! No need to remain stuck inside your own four walls and mope. Winter is the perfect time to connect with people. Party time! Make it a point, make an effort, have people over, and you will get invited back. It's the time for hearty stews, bone broth, casseroles (my favorite is French cassoulet), soup with homemade bread, good friends, and of course candles and fires. Get together to make a meal, share a glass of wine, a potluck, some singing or a poetry reading, make music, do a project, play ping pong - do something to lift your spirits. Or volunteer in your town. A lot of summer parties and fundraisers get planned now. Or dream up your vegetable garden, it's almost time to start your seedlings indoors. And curling up with a good book in front of the fire with a cup of tea or a glass of wine is not something you'll do come May.
It takes some effort, but do enjoy the beauty of this season while it lasts.