My lawn is a pretty good space for urban wildlife watching. We have a snowshoe hare highway, mice under the tree, and squirrels in the trees. And many many birds, none have hit the window recently.
One of those birds dive bombed the lawn to get at something small that was living under the snow. Unfortunately we got more snow before I could get a clean photo of it but if you imagine a couple wing prints with feathers stretched out you get the idea. Then there are small footprints running out of the snow just in front of the bird print.
Many small animals will live under the snow in the winter. It stays pretty warm with heat from the ground and insulation from the snow. Unfortunately it gets squished in many areas by people travelling across the snow. So before you jump into a bunch of fresh powder consider the animals living underneath.