The best way to deal with winter is to get out in it! Get some merino wool (easy to find at second hand and discount stores), fleece, mittens, and a hat and off you go. If there's no or little snow, you can hike or run. Try snow shoeing or x country skiing. You can often rent equipment at EMS or REI to try out, to see if you like it. And if the roads are not bad, you can ride in the colder weather. My sense is that the snow season in MD is not as long as it is up here.
I lived in AZ for many years and I found most people in the Valley just stayed indoors most of the time, because of the heat. There is a process of acclimatizing to the cold, but you can do it if you have the right clothes. It's normal to miss your friends and family, but the best way to deal with this is to get involved in your new community.