A country I would like to visit

I would like to go a country where their principal characteristic is the cold weather. I love the cold places because remember me special moments what I´ve lived. I would be in a wood house when rain and snows too much. I would like watch for the windows or be in the bed listening the rain or just thinking.
I have think in a country like Canada. I´ve listened really cool things about this place. For example, Canada have many things to do in the subway. There is markets and shops. Also the city is connected by underground tunnels. Since universities and colleges to offices departements.
When the winter comes the city works in this underground world.
I would to study for a couple of months in Montreal to live the experience of winter in a really cold weather country and learn about the Canadian society and their culture and lives.