People this is supposed to be a serious fantasy RPG. Winter sports and activities would just be silly. Theres a Dragon over there, oh well lets go ice skating! LOL.
Before they were part of winter sports, things like snowshoes, skis, and dogsleds were used..... as a way for people to travel across the snow!
("Hey, if we put big wide things on our feet, we won't sink into the 5-armlength-deep snow!" "Hey, if we make them long and smooth, we can go a lot faster!" "Hey, if we stick a cart on top of those long smooth things, we can carry lots! And make the dogs do all the work!"
)
On skiing being "serious"..... the Nordic countries had ski-mounted soldiers in WW2 (and, presumably, at other times). The Biathlon event in the Winter Olympics references things like this - distance skiing, broken up by opportunities to
take the rifle off your back and shoot stuff.