I'd rather have what they have in Eastern Europe than the weather we're having in LIS. -25 in Poland is better than +2 in Lisbon. Why?
First reason is when it's that cold, there's no humidity, so you don't feel the cold as much. As air gets more humid (the closer to 0 it gets the more humid it gets) you start to feel bone-chilling cold. Second, houses are insulated and warm in winter. In LIS, on the other hand everything is poorly insulated, humid, cold and miserable.

If you dress appropriately, you won't have any problems even if you have to spend considerable amount of time outdoors. Enjoy!