If you visit scenic spots such as the Forbidden City, the Great Wall, the Bird's Nest and the Museum, you can also visit them in winter. You should remember to wear more clothes when you go to the Great Wall. The temperature on the mountain is low and windy.
If you want to see natural attractions, you can only go to those that have nothing to do with the season, such as Stone Flower Cave, Zoo, Marine Hall and so on. Many local people in Beijing go skiing in the surrounding ski resorts in winter and then soak in hot springs. This is a pleasant leisure activity in winter.