Winter, yes. Christmas, partly.
Winter - anyone who seriously enjoys getting up in the pitch black, the gloom that passes for daylight on cloudy days we get in this country (UK) and the streetlights turning back on before 4pm for another 17 hour shift is a masochist. (And that's the Midlands, as you go further North its more like lights on at 3pm!) Plus the lack of UV at this time of year which is thoroughly horrid for a sun worshipper like myself. (and no I won't use sunbeds.) The only thing going for Winter as a season is crisp frosty mornings and of course SNOW!
Christmas - It has a horrible way of making us introspect as we remember Christmas more than most other times of year and its like there's some alignment where we stare down every past year of our lives. New Years can also be tricky - at best you can feel a sense of accomplishment at a good year and excitement for another one - at worst you mentally stagger into it convinced you aren't seeing the end of it (that joy happened one year for me.) However, there's an abundance of good food and drinking and for the less sociable at least there's sanctioned going out with colleagues. Although at heart it is a season for kids, those WITH kids and those in a good relationship. For anyone else it is a bit meh rather than myrrh!
You sound depressed and you have learnt a hard lesson - material things do not buy happiness. I know what you mean about wanting to be a kid again - give me a time machine and I'd happily push that button back anywhere between 1993 and 2000. It makes you realise what a precious thing you have at school, college, uni and when its gone its gone.
I can relate to the thinking about girls as well! If I had pushed on a few opportunities I had to get a girl in the past, I would quite possibly have a partner now. But there's the fear of 'selling your soul' to another person, which if you have been a lone wolf largely in your life (like me) can be terrifying.
I think you have to throw yourself in and when you have it, you will probably not want to be without it! The best thing to do if you loathe Winter (beside buying a light box or going on holiday somewhere warmer and lighter) is count down the days until the Winter Solstice. Then after Dec 21st, revel in the fact that each day is a little bit lighter and brighter, even if the change is pathetically painfully small to start with! Before you know it you will be back out on that garden absorbing the rays!