You don't have to decrease how often you wash your hair. In fact you may want to deep condition your hair more often, or you may want to try a more intensive moisture treatment to combat winter dryness. If you have a steamer or a way to steam your hair, then that would be a good option too.
With moisturizers, it's usually best to avoid the ones heavy in humectants because winter air tends to be dry. When the air is dry, a humectant will suck the moisture from your hair, because there is no moisture in the air. Then your hair will be crunchy and it will break off. If you need extra moisture, then try baggying and then sealing the moisture in with a vegetable butter or a heavier oil.
If you've been using coconut oil straight on your hair, then on colder days, you may want to not do that or try blending it with another oil. Coconut oil gets hard in cold temperature, and while your hair probably won't suffer health-wise, it won't be aesthetically pleasing. And it will feel weird. It's still fine to mix it in your deep conditioners and stuff, but you just don't want to use it straight on your head and then go outside.
If you've been co-washing and leaving home with wet or even damp hair, then you may want to stop that. Or cowash at night and make sure that your hair is dry before you leave home the next day. If not, your hair can freeze if it's cold enough, and you will get sick.
As much as possible, protect your hair. Especially the ends, which tend to lose moisture fastest. You can try wigs/half wigs, braids, buns, or other protective styles. Or wear hats or some other kind of soft head covering. But at the same time, try to have fun. Winter can be a great time to use heat on the hair (especially for naturals), because the styles hold for longer without heat/humidity and sweat to ruin them. Just don't get too carried away and ruin your progress.
Oh yeah, and don't forget to use a humidifier when you're in an indoor setting. Sometimes, people go inside and think everything is gravy because the wind isn't blowing and it's not cold. But with the heater being on and the air being dry, indoors can be kind of hazardous to your hair too. So just make sure to have some kind of humidifier running at home, and at work, if possible. It doesn't have to be like a tropical jungle in your house, but there should be a little bit of moisture in the air. It also benefits your skin and your respiratory system, so yay.
ETA: And try to eat well, drink water, and exercise. It gives your body all the proper nutrients, hydrates your cells, and gives your immune system a boost. If you aren't sick, then your body can focus attention on your hair, skin, and nails and not so much on keeping you alive. Also, if you aren't sick, you'll have more energy to properly care for your hair. That's kind of for year round, but I just thought I'd mention it, because it's especially important in the winter, when people are like sick everywhere.
Ummm...that's all I can think of. Basically keep your hair moisturized and protected, and you and your hair should get through winter okay.
Hope that was helpful!