Winter engagements can be pretty fun, if you don't mind the cold too much! If there's snow, it bounces light around which can make for really flattering photos full of light and whimsy. I find a lot of couples have trouble deciding what to wear to engagement sessions, but my advice is to keep it simple.
This is an example of what a couple might wear if they were doing more of a rugged outdoors type winter shoot, while still trying to look somewhat chic. The important thing to note is that while there is some pattern, there is not an overwhelming amount of pattern, and that the outfits do not perfectly match one another.
I personally always think it looks a tiny bit strange when couples come dressed identically to a shoot, unless it was more of a creative joke shoot where that's part of the joke.
Another thing to keep in mind when shooting in winter is to try to stay warm! If it's sub-zero temperatures, you'll definitely want to incorporate mittains and hats to your look so that you aren't standing in the wilderness freezing while trying to look your best. Also, if you're going to somewhere more rustic, IE the woods, a park, etc, wear comfortable boots so that your feet aren't dying by the end of the shoot.