The best way to survive the winter in Helsinki is... enjoy it. Of course, other views on this exist, like sleep or go to some sunny and warm place.
But if you decide to enjoy the winter, you have great possibilities to do it! One of them is skating on frozen sea or lakes. If low themperatures hit before the snowfall, flat, glassy ice forms, perfect for skating. In some places, like Nuuksio, with proper equipment you can skate on a lake, have a short hike to the next one, skate, hike, skate... I don't have special skates, so I use my regular ones where I can. The pictures here are from Laajalahti, small, shielded bay between Helsinki and Espoo.