Winter season at EP is incredible. As said above some rides may be closed, but the theming and the shows make it worth a visit. there are lights absolutely everywhere (even on the Panorama Bahn), and it is amazing when it gets dark.
Regarding rides all as being said above. I may precise that last year bluefire was opened as soon as the weather allowed it. It hasnt been said, but in winter there is a giant Ferris Wheel (55m high) named Bellevue on Atlantica lake, and many rides such as Eurosat, Euromir, teacups do have special music and theming forr the occasion.
Talking about winter I have to mention the shows, they are usually longer than in the main season. In winter you have a Circus included in the entrance price. It is made by Jospeh Bouglionne, a famous french circus, and it is about 1h15min long. You also have a winter ice show (about 50min) and a winter Musical in the globe theater (about 45min), that are different from the main season's one. There are no shows in the Theatro del arte in Italia and in the Spanish area.
And every day at the end of the day you have a open air show called Luna Magica that takes place in a stage specially built on the lake next to the Seerestaurant. This show includes water fountain and fireworks, but let's be honest, it is not that great.