I guess it depends on which part of Russia you are in. Russia has huge territories in different climate zones, so those parts which belong to Europe are rather mild and I think winters are not much fiercer than in other nearby countries. But if you move eastwards - to Siberia, or Kamchatka, or Sakhalin… you’ll be likely to think you are in Antarctica!
well i personally live in Novosibirsk, Siberia and in this area winters are always very long (from november till april) and temperature may fall down to -50 degrees. and it’s normal here. but people are quite used to it although they are not super enthusiastic about such cold.