Winter is the term used to refer to the coldest season of the year in certain regions of the Earth. Winter occurs in polar (regions around the Earth's poles) and temperate (between the tropic and polar regions) regions of Earth. Winter does not occur in tropical (around the Equator) regions of the Earth.
In many regions, winter is accompanied by freezing temperatures (≤ 0°C or 32°F) and snow, at least for part of the season. During winter, the amount of time that it is light out is at its shortest. Generally, the closer to the Equator the region is, the less pronounced the effects of winter. The opposite is true the closer to the poles the region is.
Based on the meteorological definition of seasons, winter occurs from December 1st through February 28th in the Northern Hemisphere. In the Southern Hemisphere, it occurs from June 1st through August 31st.
What causes winter?
Winter is caused by the fact that the axis about which the Earth rotates is tilted (~23°) relative to the plane formed by Earth's orbit about the Sun. This results in varying degrees of sunlight on different portions of the Earth throughout the year. When the Northern Hemisphere is facing away from the Sun, it is winter in the Northern Hemisphere and summer in the Southern Hemisphere, and vice versa. Below is a figure depicting the tilt of the Earth.
Winter doesn't occur in all regions of the Earth. This is because not all regions of the Earth experience a large variation of sunlight throughout the year. Tropical regions of Earth don't experience winter (they don't experience four seasons). Instead, they only really have two seasons: a wet and a dry season. The wet season in these regions is a period lasting a few months throughout the year during which most of the region's average annual rainfall occurs.