"now that's cold. Is that normal for Canada?
Well it is normal for some places in Canada. The further North the colder the winters. I am actually from the East coast now living in the West and I think the weather from my home Province is nicer then where I live now. I think the only place in Canada that has mild winters is Vancouver, BC.
Also here in Canada we observe 2 temperatures in winter months. One is the normal temperature and the other is the windchill temperature. Not sure if its the same where you are from. Those cold days I mentioned may have been minus 20 celcius but with the wind it gives us a feel like temperature or also called windchill temperature which makes it much colder. Frostbite can happen quicker if the wind is strong even though the temperature is not as cold as it feels. Maybe our friends to the South know all this but I am sure some folk from other countries do not.