You have been misinformed miss. This past week we had windchills downwards of -45 degrees. It can dip to around -50 with the windchill or -35 to -40 without the windchill but thats only once in a while and its not too bad 
unless you have to stand outside for some time. Normal winter weather is around -10 to -20 but that is not continuous. You get some cold days and then it warms up to around 0 or even the low positive digits and then another dip and so on.
You can’t say snow is a norm in may but yeah it can happen. Heck i’ve seen around a foot of snow on June 28 But don’t let that scare you. The people are much warmer than the weather so comeon down here and enjoy 