If it makes you think of winter, it's wintry. Use the adjective wintry to describe a cold, gray January day.
The adjective wintry is sometimes spelled wintery. Either way, it describes something that happens in the winter time, or that reminds you of winter in some way. A photograph of your uncle's snow-covered Christmas tree farm shows a wintry scene, and a blustery wind on a February morning will feel wintry. It can also describe a person who is emotionally cool or unfriendly: "Her greeting was wintry, and she refused to shake my hand."