I'm sure I've said all this before in various posts, but it seem worth repeating, as I often see posts from folks looking for basic advice about getting started with winter/snow camping. First off, the best way to learn is to go with someone who knows what they are doing. While you may be so lucky as to have a friend who is an experienced winter camper, it's not likely, so the best way is to go on an organized trip, either with a professional guide service or an organization (Sierra club is one) that offers classes and trips designed for beginning snow campers. There is no susbstitute for experience, but you don't have to learn from your own mistakes, you can learn from folks who have made the mistakes already and learned from them.
Once you have learned the basics about gear and skills from somone who knows, then you can begin on your own. I think the best way to go about it is in very small steps. The simple rule is to start by staying close to the car or the house. If you live in snow country, then your first snow camping trip on your own hook should be in your backyard. If anything goes wrong, safety is close at hand. If you don't live in snow country, then you'll have to get to it, but you should stay close to the trailhead and the car. You want to be close enough so that you can get out safely no matter what - in the worst weather, in the middle of the night. That probably means you're going to be within a few hundred yards of the car that first night. Play it safe! Also, you should have plenty of experience in winter daytrips before you go on an overnight. I have suggested in the past that a great way to maek the transition from winter day trips to overnights is to go out for an all-day day trip, carrying everything you would take on an overnight, bu don't actually spend the night out. You'll find that it's quite differnt travelling with that big pack instead of a day pack, and at the end of the day you are back at the car, safe and sound, with much learning under your belt. Then you might try the same thing but finsih the day close to the car, find a site, set up camp, and spend the night. It seems a little silly to go out for a long day with all your gear just to camp so close to the car that you could have just left your stuff at the car, but it means that you have that easy out if anything goes wrong. And it's very easy for things to go wrong in the winter - the margins of safety are much, much smaller than in the summer. From there you should continue with small steps, making your trips longer and more adventurous as you gain experience.
When the snow covers the ground, the mountains and forests are transformed into another world. To have the privelege of enjoying that world takes work. You have to put in the time to gain the experience to enjoy it safely. You need to respect the power of the weather to destroy your life very quickly. But once you reach that point where you can travel safely in the snowy wilderness (which will take time and effort), there is nothing like it
You may notice I have not mentioned gear at all. That's becasue the gear is the easy part, and there is lots of good advice on all kinds of gear elsewhere in this forum and from other sources. Knowing how to use the gear, how to deal with the weather and the snow conditions, knowing when to go and when not to go, and when to turn back, that's the hard part, that's the part that takes time to learn.