I’m new to the game, should I attempt to participate in the winter event, or will it be too hard or competitive for me?
Yes! You absolutely should! I understand that other MMO’s have events that’re mostly for endgame players, but STO’s events aren’t like that. They’re accessible for everyone.
For the winter event, the easiest way to get your daily progress is to do the mission “Fastest Game on Ice”. It’s essentially just a solo footrace vs an npc on a slippery track. You don’t need any special gear or skill level or anything to get it done, though it may take some practice to become proficient at. The mission can be completed at any time, unlike any of the other winter event games. And if a lag spike hits and makes you lose or if you fail in any other way, it can be restarted more or less immediately (you just have to run back to the mission giver to restart).
Fastest Game on Ice
To pick up “Fastest Game on Ice”, find the Breen standing behind Q in the pavilion, and talk to him. 
Next, run down the stairs closest to him, pass the bridge, and talk to the Race Official. He’ll teleport you to the starting line, put a hold on you till the race begins, and spawn in your opponent. If you need to restart the race, run back up to the Race Coordinator and talk to him again.
When you’re done with your race, go talk to the Race Coordinator again to turn the mission in and get your progress.
Even if you do nothing else for the winter event, at least go to the wonderland and do your race for event completion credit daily.
Tips
1. Don’t run all the time. Going that fast makes it difficult to stay on the course and handle cornering. The race can be won even if done entirely at a jog (normal character movement speed), as long as you don’t spend too much time sliding around.
2. Rolling immediately halts a slide and changes your direction, at the cost of being held for a second.
3. Jumping and landing with no directional inputs arrests your motion immediately, but it takes a moment to start running again after landing. It’s not a hold, but it’s similar. Jumping and landing with directional inputs does not arrest your motion immediately, but it does seem to inhibit your slide at least a bit for each jump.
4. Going across the lines indicated by the floating pylons at the borders of the track doesn’t immediately disqualify you – the actual “out” line is further out, at or near the crests of the hills bordering the track. So don’t be afraid to cut corners where you can, and don’t give up if you slide a little bit out.
5. If you own the Counter-Command Exo-Armor (from the 8472 Counter-Command reputation), it boosts runspeed for 3s after rolling.
6. If you own the Hostile Environment Shield (from the Discovery Legends reputation), it boosts runspeed as long as your shields are full.
7. If you own Burnham’s Armor or Environmental Suit (both also from the Discovery Legends reputation), they both also boost runspeed.
8. The two-piece set bonus for the Delta Alliance Elite ground set (Delta Alliance reputation) gives a small runspeed bonus.
9. There are several tribbles that’ll give a runspeed buff when petted:
– Terran Fortune Tribble (+5%) (Bred by feeding any tribble a Terran Fortune Cookie)
– Mycelium Tribble (+3%, +100% Bonus movement speed) (currently unobtainable)
– Mycelial Tribble (+3%) (Bred by feeding a Black Alert Tribble a Sauteed Shiitake)
– Black Alert Tribble (+2%) (TribbleToys.com promotion, Boys and Girls Club of America charity sale)
– Grand Slam Tribble (+2.5%) (Bred by feeding any tribble Nachos, Hotdog, Peanuts, Caramel-Coated Popcorn, Blueberries, Egg White Burrito, Green Juice (Extra Green), Spumoni Ice Cream, Stadium Soft Drink, or Jipper. All foods that are only sold by vendors on Risa during the Summer event, but which are unbound and may be found on the Exchange at any time)
That said, you may want to participate in the other winter event games as well, just to earn Ornaments. Ornaments can be used in the winter event store to buy skills, winter event weapons (both weapons for use exclusively within the event, and game-wide weapons are available), costume pieces, and various other stuff. They (the ornaments) can also be sold on the Exchange, and can be a fairly good money-maker for a newer player.
Non-scheduled Events
There are three more of these; they’re not scheduled because two of them are single player, and can be done whenever you want. The two single player ones take place in Gingerbread Village/Colony in the northern reach of the map.
Pie-Eating Contest
An easy event, approach the table with pies, and talk to the Breen there to participate. Eat the pies around the table, and when time is up, talk to the Breen again. You get a few ornaments. This can be done quite often, and takes under two minutes each time. This has a 15 minute cool down. Eat the smallest pies you can find first, because they take less time to eat than the larger ones.
Holiday Food Mission
A mission that can take you across the map, begin by speaking with Neelix in the village. You can get a recipe from the queue event, which has the ingredients listed in the UI (mine is placed below my map). Some of these are found in the wonderland, and WILL BE MARKED ON YOUR MAP. If you’re in these areas but don’t see it immediately, look around. Sometimes they’ll be a bit hard to see, spawning near other objects, or concealed by some snow. Some ingredients will require you to replicate them (go to your inventory, select replicator, then find and replicate the item in the menu), but this will be mentioned in the recipe. Once you have all of them, return to Neelix, and you get the food.
Winter Invasion
A PvE queue, you can start this from the PvE menu, or by interacting with the snow globe in Q’s gazebo. Walk around the village that you’ve been teleported to, and slay every snowman you see. There is candy placed around the map, and interacting with it will grant a small and useful buff. As you almost make it to the end, a small cave is noticeable at the bottom of two buildings near the opening of the end/final part of the map; go down this, and fight the miniboss you see here. A single present will also be available in each map; it’s hidden, but the area where it is is marked on the map with a green objective circle, so explore that area. It’s often with the miniboss, or at the top of a stairwell on the porch/balcony of a home. It also seems to only be interactable before the miniboss is defeated.
As with all PvE queues, the Winter Invasion has a 30 minute cooldown that begins upon completion.
Doff Missions
When you’re on the Winter Wonderland map, you can dispatch your Duty Officers on special winter event doff missions which are available in the “Current Map” side tab of the “Duty Officers” window. There are also winter event doff missions available on the “Current Map” when you’re on your faction’s main hub (Earth Spacedock for Feds, Qo’noS First City for KDF. Nothing special at New Romulus Command for Roms or DS9 for Jem), and different ones are available at Starfleet Academy and Klingon Academy.
Scheduled Events
Scheduled events follow a schedule with 15-minute intervals for events (except the races, which are closer together), and which repeats itself through the entire event.
The Fast and the Flurrious
This event does NOT give you ornaments. This event gives you Winter Epohh Tags, which are used to research and acquire winter-themed epohh non-combat pets. You can do this by talking to the Romulan in the gazebo, who will often ask you if you want an epohh friend. She can also assist you in raising those epohhs to higher maturity levels. Winter epohhs can be turned in at the nearby GPL Conversion Unit for Multiple Choice Mark Packages. The races here are against other players, rather than an NPC, and can be started during their scheduled time by going to the marked location on the map (it’s southwest of the gazebo). The mechanics of the race itself are identical to the Fastest Game on Ice solo race (outlined above), but is on a different track. See the tips section on that race for tips that’re equally applicable here.
Klingon Ice Fishing
This event takes place on the large frozen lake to the south of Q’s gazebo; talk to the Klingon soldier and take a weapon from his box (for free), and equip it. Use your basic attack or special attack on the lighter-coloured ice patches that form to catch a gummy fish. The larger fishes will require you to beat them unconscious, while the largest of them all will simply slow down your walking pace. Take your fish (one at a time) to the central contribution pit in the middle of the lake; once this reaches 100%, a gummy-worm monster will appear, and just requires you to kill it with a regular Wonderland-event weapon, or snowballs. Rinse-repeat until the mission is over.
Kramp’lhri
This event can take place ANYWHERE on the map, but the event provides you with a button in your low priority interactions tray to teleport to where he spawns. Or look on your minimap for the indicated zone. Our fun, demonic friend just requires you shoot him and his nasty little elven children/friends, and repeat this until Krampus is sent back to oblivion. Krampus will drop presents every so often; picking these up will give you an accolade once you’ve reached 30 presents total.
Snowball Fight
A map-wide event, this event requires the massacre of snowmen that are walking around and attacking people in the zone, across the map. Once enough are slain to fill up the completion meter, their boss will be summoned on the frozen lake (I’m sensing a theme). Shoot him down so that he meets the same fate as his tiny worshipers.
Tides of Ice
This is where the Snorg™ come in to play. From Q’s gazebo, just go south-southwest, and you’ll see the valley where this takes place (there’s also a sign for it on an arch, kinda hard to miss). There are four lanes, each with its own symbol of a coloured geometrical object, shown in the arch at each lane’s entrance. Our gingerbread friend will call out which lanes are being attacked (read: all four), so shoot down every single last Snorg drone. These little freaks will try to leave the lanes and enter the castle, which we don’t want to happen. Each lane has 2 ice walls to start with, and will likely fall, but this doesn’t mean game over. Each lane also has two automated turrets, which may require you to repair them occasionally, so prioritise these turrets. After the first nine rounds are complete, the Snorg Queen will appear near the castle. Show her what we do to assimilating queens in Star Trek, and send her to the afterlife.
Cones of Conduct
This event takes place in the northern reach of the map, in Gingerbread Village. This event starts off with the gathering of ice and syrup, with both being spread throughout the area. Trying to harvest these will result in nasty snowmen appearing, so kill them. The snowmen drop ice used in this event as well, but try to get as much syrup as you can from harvesting. Take your harvested resources to the central building of the village, where two container-machine things are, and deposit your gathered material in these. After a time limit, the OVERLORD appears (wait…didn’t we kill him already?), but your resources have contributed to the creation of the mighty guardian of the Wonderland, the Snow-conian! This Snow-conian has more health based on the higher number of resources you contribute, but you need to keep gathering resources and contributing them to heal him. Do not even try to engage the Overlord, just focus on slaying his little snowmen minions, and gathering and contributing resources. The Snow-conian will eventually slay the Overlord. Buildings and gingerbread people will be frozen along the way, so defrost the gingerbread people along the way for more points. Fewer buildings and people are frozen if the event proceeds faster (read: focus on resources and shooting the minions).
Credit to u/Sylveon-senpai on reddit for most of the text above.
Event Store Items
Just looking at stuff that is cool/useful from the winter event store here. We do have year-round access to the winter event store through the Events window now, so there’s no need to “stock up” or overbuy things while the event is on. And, as mentioned before, ornaments are sellable, so if you don’t feel like spending tons of time in the Wonderland and have EC, you can also buy them on the Exchange
Everyone should get a pair of Frosted Boots for every character. The extra speed they give is very handy in a lot of situations.
The Breen Cryoshaper ground set is pretty good.
The Nanopulse melee weapons are fairly nice looking. They’re plasma-based melee weapons and can be upgraded to be very effective weapons. If you’re into STO melee weaponry, they may be worthy of consideration.
I haven’t really evaluated any of the non-tac kit modules, but I do quite like Cryotronic Modulation. Extra damage (as cold damage) and a slow on your weapon attacks, and you can keep it active more or less 100% of the time.
A fair number of good builds are using Very Cold in Space (vcisI, in particular) and Let It Go (again, ligI, in particular) So those may be interesting to some folks.
The Fek’ihri Vanity Shield is fairly good looking, in my opinion.
The Cryoplasma-Infused Warp and Singularity Cores are the last pieces of the Breen Absolute Zero DECS (Deflector, Engine, Core, Shields) set, the rest of which are available from the missions of the Cold War side story arc. It’s not a stellar set that I’d recommend, but if you wanted to complete it, here’s the last bit.