I can't say that I am anywhere nearas experienced at winter camping as many who post here but I do go out regularly in the winter and would add one more piece of advice for those just getting started - go with a least a friend if not a group! Winter is not the time to be learning the hard lessons like, no that ice wasn't thick enough to cross on, by yourself. Having someone else to share the burden and help out can literally be the difference between life and death, especially for someone just learning.

P.S. State Parks make great places to learn how to winter camp. Often you can set up your tent next to your car and there are heated building close by if you run into trouble.