Proper winter is one of the awesome aspects of cold weather. For snow men and snow animals the weather needs to be just about 0 Celsius or 32 Fahrenheit to be able to work the snow and pack it into shapes that last.
Snowmen are an all time favorite, but snow animals are awesome too. Dogs are fun and easy to build, they're also not too big so it doesn't take long and the end result is hugging good.
Good clothes and especially good gloves make the process more enjoyable for all.