One must have a mind of winter
To regard the frost and the boughs
Of the pine-trees crusted with snow;
And have been cold a long time
“A mind of winter” may imply a mind that is numb, hardened, indifferent (as lines 7-8 go on to explain) to natural realities like wind and cold. Throughout this poem, Stevens endorses complete objectivity—as opposed to the sentimentality (see  note on the “pathetic fallacy” below ) that people, and especially poems, so often exhibit. 
 However, a “mind of winter” doesn’t  need  to be numb, hardened, or indifferent, words with more negative than neutral connotations. The phrase may simply imply stillness or blankness.
The Snow Man