Lots of people in freezing areas of the world do all sorts of things on frozen lakes/water bodies. There are ice roads in Canada's North that are only open when it's cold enough for the water to freeze. Heavy transport trucks use them all the time! And of course there's the hockey/skating and ice fishing.
I went to Canada's winter carnival a few years back. There is a lot going on but one is a canoe race through the ice choked St. Lawrence river. I recall them wearing spiked shoed to climb over ice flows.
I stayed one night in an ice hotel. Absolutely beautiful lit up by LED lights and with ice sculptures. It was pretty cold by my SO couldn't sleep as it was -10f, She said when she closed her eyes she thought, "don't fall asleep, you will freeze", so we bailed. They provide the sleeping bag/liner and instructions (no cotton pajamas etc..)
Cold can be very dangerous though, because hyperthermia makes you not think clearly about what to do next.
One thing to keep in mind - should anyone find themselves sleeping in a very cold situation - is to eat significantly more than normal, particularly fatty foods (butter!). In the cold, your body uses a lot of calories to keep your body temp up and eating a dense meal right before bed goes a long way to your overall comfort.
I also have a belief that keeping a hot beverage ready-made in a thermos (tea or just hot water) should be considered a safety item when winter camping, sea kayaking, etc. Warming yourself from the inside is more effective than trying to throw on extra layers.
You can enjoy this in Europe too. With a sufficiently cold winter, you'll get a nice bunch of ice roads between Estonia and Finland when the Baltic Sea freezes up. It sounds pretty awesome.
