The most common and most likely answer to this crossword clue is the 9 letter word HOARFROST
I've seen this crossword clue in The Times
H
O
A
R
F
R
O
S
T
Buddy explains!
The straight part
We know that "Sign of winter?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case sign of winter? = hoarfrost.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does HOARFROST mean?
HOARFROST noun- Dewdrops which have undergone deposition and frozen into ice crystals to form a white deposit on an exposed surface, when the air is cold and moist.