As long as there is a star called Sun, use sunscreen!
Why?
 Sunlight comprises of rays of different wavelengths and not all are beneficial for us. Ultraviolet rays (UVA, UVB & UVC) help with synthesis of vitamin D but are a health hazard too. UVA does not get absorbed or reflected from the ozone layer.  Ozone layer partially manages to shield us from UVB, though some of it manages to hit the earth surface.
Winter sun may be less intense but the UV rays are always present specially UVA rays. The damaging power is compounded by the UV radiations being reflected by  snow. Lower temperatures do not decrease UV radiations.
Cloud cover may reduce some of the surface UV irradiance when the sky is fully overcast. But partially cloudy skies raise the UVB rays leading to increased skin damage. UVA rays penetrate the clouds and can reach below the water surface.
Higher the altitude of a place, higher is the UV exposure. There is 4 to 10% rise in the UV levels for every 1000m increase in the altitude. Also, the places near the equator experience greater risk of damage by UV radiations.
Exposure to UV rays causes:
Sunburn
Premature aging
Skin cancer
Vision impairment
Who are at risk?
People who spend more time in sun
Light skinned people
People who take certain medications or topically apply some chemicals/ cosmetics that increase the UV sensitivity.
Family history of skin cancer
People above 50yrs.
What to do?
Avoid midday or prolonged sun exposure.
Completely cover the arms and legs.
Wear a wide brimmed hat to shade the face, head & neck.
Wraparound UV protected sunglasses for eye protection.
Use umbrella.
Indoor tanning should be avoided since these are associated with high levels of UV rays.
Suncreen or sun block with SPF 15 and above should be used. Light skinned should use a broad spectrum sunblock with SPF 30 and above.
Why Sunscreen?
Sunscreen is a photoprotective product (cream, spray, gel or lotion) meant to be applied topically that protect the skin from damage by UV rays by either absorbing or reflecting them.  
These are
1.Physical or Mineral sunscreens : These are blockers  made of minerals (titanium dioxide or zinc oxide) that cover or shield the skin surface and reflect the UV rays.
2.Chemical sunscreens : These  form a thin layer on the skin that absorbs the UV rays, preventing the damage of  skin layers.
 
The broad spectrum sunscreens are a combination of both these types  for better protection from UVA & UVB rays.
When to use?
Make it a part of your daily skin care routine whether you go out in the sun or stay indoor.  
A chemical sunblock should be used before applying the moisturizer  while a physical sunblock should be layered after the moisturizer. A broad spectrum sunblock can be used either before or after moisturisation, whatever suits you best.
It should be applied about 20/30 minutes before going out. Massage it thoroughly on the bare body parts.
Reapply after every 2 hours if you are outside for long hours. In case of excessive sweating or swimming, sunscreen should be reapplied immediately.
Side effects
The chemicals in the sunscreen can irritate the skin and cause allergic reactions like rashes, redness, itching, stinging or swelling.
Acne prone skin can get aggravated, more so if the sunscreen has high comodogenic value.
Eye irritation can be caused by sunscreen. Avoid eye contact while applying. Rinse thoroughly with water, if it gets into your eyes.
Life span of sunscreen
Best is to check the expiry date. As per FDA, it has a shelf life of 3 years. But once opened, it can be effective for just 12 months.