Some areas on the coast skip winter, but in most Italian places that are more than a few km from the sea there truly are 4 seasons, especially in the North but also in the mountaineous areas more to the South.
I don’t especially like the winter, but fortunately here in South-Piemonte they are a lot shorter than in Belgium (where I lived before). And the big difference for me is the wind.
In Belgium I hated winters because of the cold, humid winds. I had headaches because my shoulders where always tense from the cold. Here I can enjoy the (sometimes snowy) winters because there is a lot less wind, so with the right clothing I don’t feel as cold, even with lower temperatures.
So, I’ve learned here that temperatures don’t always give a good impression of what you can expect. It’s also important to look at how strong the winds are.