I learned that regular cleaning/oiling is really important, or the daily exposure to road salt will disintegrate the bottom of your bike. I also learned that my bike had a lower limit of about -25C (-13F), after which the back wheel would no longer engage. I'm going to try a different kind of oil in the freehub next winter and see if that helps. I learned that my 3" tires weren't necessarily any better than a regular 2" mountain bike tire, and I'm wondering how much difference a true fat bike would make.

I learned that there's always a chance you might fall in front of a car that can't stop, but once you get over your fear of a painful death it can actually be fun to ride in the snow.

I learned that leather boots aren't waterproof, even if the label says they are. And finally, I learned that merino wool isn't as great as I used to think. It keeps you warm, but you can't stop it from shrinking. I washed my merino sweater in cold water and hung it up to dry, but it shrank nonetheless, and now this thing could fit my ten-year-old daughter. This time next year I'll be making the same sweater into a pair of gloves. I do have a good polyester sweater, and it was far more reliable than my merino sweater.

Edit: I almost forgot, batteries die a whole lot faster in the cold.