One of the best things to do in Minnesota during winter is to experience the magic of the Saint Paul Winter Carnival. This historic festival features ice sculptures, parades, live music, and even a royal coronation—all set against the backdrop of frosty fun. For outdoor enthusiasts, activities like ice fishing on frozen lakes, skiing at Lutsen Mountains, or snowshoeing in one of the state’s scenic parks make the most of Minnesota's snowy landscape. It's a perfect mix of culture, adventure, and classic winter charm.