Winter temperatures don’t prevent the Montrealer from being out and about, even in the city. Montreal in the snow is indeed a beautiful view by itself.
Every December Place des Arts hosts a Christmas market by the name of Grand Marché de Noël. It has everything you would expect from a European Christmas market, plus the local flavor: from the tire sur la neige (hot maple syrup is poured over fresh snow and, while it solidifies, it is rolled on a stick like a lollipop) to the forest animals, you will be immersed in a fantastic world.
Just make sure you’re well covered… the windchill factor can be nasty! If it gets too cold, you can always seek refuge in one of the cafes surrounding Place des Arts… hot chocolate will get you going!