OK this is how winter mode works....
It starts you off in 3rd, then it switches to 2nd gear at around 7-10mph then it runs normally, and next time you stop at a REALLY REALLY ICEY spot then you have hit the button again. Pretty much it just bypasses 1st gear and replaces 1st with 3rd.

I never use the winter mode and I get around just fine... In fact I think the TOD does an awesome job alone. I still have my worn down mud tires on and don't think I have been beet at a green light yet this winter! However maybe sometime when stopped on an uphill slope that is sheer ice with water on top, you might really need to use it. Of course I learned to drive on snowy/icey roads.