This is a term that was coined to describe the brutal winters of Russia. The temperature can sink as low as a toasty -10 Celsius and that is without wind-chill factored in. Not to mention that anywhere from 6" to a foot of snow are common.*
Picture yourself a soldier, in just a simple wool soldiers uniform, more likely than not there is a heavy parka on you as well, but you are also wearing mittens and carrying a rifle. It's the dead of winter and all around you all you can see is snow everywhere, supply lines are slowed or stopped totally because of the extreme cold and snowfall, which means there are people starving to death all around you not to mention you are running low on fuel for the machines that are moving what's left of your unit.
Feel like sticking around, much less fighting?
Probably not, but people did actually try to fight in these hellish conditions. They Called it the Eastern Front in World War 2 and it was a slow grinding pit of winery hell. It is the widely held opinion of historians all over the world that the reason Russia has never been effectively attacked, is because if they can hold out till winter, fighting will grind to a standstill and their attackers will probably lose thousands to exposure. This is undoubtedly the reason that Russia has always remained Russia and is likely to do so, as long as they can count on Generals January and February.
* Further research indicates that those are averages, and that historically speaking the tempretures at the time of invasion dropped as low as 43 degrees below freezing