Right on. When it is winter on the part of the Earth where you live (northern or southern hemisphere), your hemisphere is leaning away from the sun a bit.
That is, the axis of the Earth wobbles, so that during winter in the northern hemisphere the North Pole is farther from the sun than the South Pole is.
Because your hemisphere is leaning away from the sun, the sunshine hits its surface at a more oblique angle. The more oblique the angle, the less intense the light. And, of course, the heat.
Big surprise conclusion: You’re less likely to get either sunburn or heatstroke in the winter.