I do like the colder days. I like the feel of the cold air on my face -- it's exhilarating. As well, the ice crystals on the frost or snow reflect light in a magical way, glittering better than a field of diamonds. This for me is the most wonderful experience of all!

I heard in a mental health webinar that a cold shower can produce a bit of extra dopamine. This link isn't a valid medical, peer-reviewed reference, but at least it suggests that I've not made it up:
I Took Cold Showers for 6 Months, and It Delivered 5 Health Benefits – Robb Report

I do get more depressed in autumn -- I think it's related to the lower intensity and shorter daylight exposure. The earlier, dark evenings do seem to encourage more creativity in me. But they also make it more difficult for me to be a productive employee. I wish I could hibernate, actually.