Lyric discussion by deadboyspoem 

Cover art for Winterheart lyrics by Niki & The Dove

There's obviously the element of a past relationship the narrator hasn't quite gotten over, maybe one from a winter long ago. What REALLY comes to mind at least for me is Seasonal Affective Disorder, routine depression experienced in the winter months. Normal people may find the season dreary enough, but for those with SAD it's pretty gruelling. Maybe has nothing to do with the song, but it screams such to me.

My Interpretation