I went x country skiing around Christmas time. I had to rent all the gear as I don't have any myself. It was the first time in over 20 years.
It is a supreme test of your cardio vascular fitness and even more so if you are like me and have very poor technique.
I have been snow shoeing with my nordic walking poles, which can give you a great workout if you want to. I try to go once a week if time permits.