We've lived in Iowa for 3 yrs., before that Denver for 8 yrs., before that Minnetonka, MN for 8 yrs., and before that Colorado Springs for 17 yrs., so I have lots of Colorado to Minnesota & Iowa experience.
We've found summers to be worse than wnters. Summers are hot, sticky, humid, lots of mosquitoes, mold, and staying inside where it is cool. We didn't spend that much time outdoors in Colorado winters, mostly running errands & going places, and you'll find the same thing happens in Minnesota winters. Only the native Minnesotan's & Eskimo's love Minnesota winters and get out in it ice fishing, snowmobiling, etc. Everyone else runs errands and stays inside where it's warm - pretty much like Colorado. The only time we, our babies & children dressed in layers was if we wanted to build a snowman, go sledding, etc. You pretty much go from a warm house to a warm job, shopping center, church, etc. You may have a very cold walk from the shopping center to your car, but it's not worth walking around the shopping center sweating with layers of clothes on. The difference for babies in Minnesota winters is that they will need a hat that covers their ears, heavy coat and/or snowpants or snowsuit, and warm mittens. In Colorado the hats, coats & mittens were lighter weight fabric and we rarely put snowpants or boots on the babies & kids, as the snow melted in a few days (down to bare ground) and the temps might be in the 40-60's during the day. If it was very cold in Colorado I just wrapped a blanket around their legs and carried them to the warm car.
As adults in Minnesota you'll want heavier coats & mittens than in Colorado - no more ski vests or light jackets in the winter. Think ski parka's to work & ankle length coats for church & dress up. Men wear hats in winter in Minnesota but women seldom due (they should) because it messes up their hair. Men & women need warm, lined boots in MN, but don't necessarily wear them every day or to work. You'll need them for shoveling, going for winter walks, getting the newspaper that got thrown in the small 3 ft. snow drift (yes, that's a very small drift in MN).
If you leave near a lake or pond, you'll see very strange :) people ice fishing with their cars parked beside them on the lake, sitting inside a little wooden house that looks like an outhouse, watching TV. They play a game on the ice called "Broom Ball". If you are in a neighborhood with a nearby lake or pond the neighbors get together, make chili, and everyone plays Broom Ball on the ice by taking a regular sweep broom and pushing a ball around on the ice. Hockey and ice skating at very popular in MN. There are lots of outdoor ice rinks that stay frozen all winter, not like having no outdoor ice rinks in Colorado because of the warm winter temps.
We lived in Denver and Colorado Springs for many years, where nearly everyone was a non-native, having moved from somewhere else, which I think made them a little friendlier, having left their families behind in another state. We found Minnesotan's to be friendly but more reserved. You'll find that lots of your neighbors have teenage children that are friends with other teenage neighbors, and the kids have known each other since kindergarten. The same with adult neighbors, many have been in the same house & neighborhood for 20 yrs. or more, therefore, the need to get to know and go "all out" right away with new neighbors isn't strongly promoted. Once you've been there a while the neighbors will gradually get to know you and are very friendly.
The culture in MN is very different from Colorado. When we moved to Minnetonka our daughter was starting middle school & son was a senior in high school. Kids dressed more conservatively, stayed more with their lifetime "click", and weren't nearly as active in sports. In Minnesota, traffic, people, and customer service moves at a much slower pace which can be exasperating.
Minnesota has LOTS of parks and family activities, which is nice. Colorado activities are more centered on young people (hiking, rock climbing, etc.), while Minnesota activities are more centered on children & young adults. Because of the bad winter & summer weather, Minnesotan's tend to become couch potatoes. You'll notice a BIG difference in the size of people in the Midwest, probably because summer & winter weather isn't conducive for exercise. Colorado also has one of the youngest populations. Minnesota & Iowa's have the oldest.
Minnesota has an overall, above average, great educational system. Colorado's is average, and Iowa (where we live) is way low on the scale.
I hope this helps.
The high humidity in winter will make the coat seem much colder, just like the humidity makes if feel hotter in the summer. You'll miss the dry climate.
Updated
I already answered but had to add a couple more things. I lived in Iowa, Colorado Springs 17 yrs., Minnetonka, MN 8 yrs., Denver 8 yrs., and now back to Iowa.
If you get cabin fever in the winter in MN, go to Mall of America. You can spend a whole day there with NO COATS ON! There are restaurants, movie theatres, shopping, wonderful aquarium, amusement park, etc.
Another nice place to go indoors in the winter is at Edinborough Park, in Edina. They have indoor ice skating and a fantastic 3 story tree house type structure with slides, etc., for kids to play on. They have other activities, also. Lots of planted trees, greenery, which you'll appreciate in the winter.
I hope you'll have a garage to park your car in - it's a must for MN winters. If not, many apartment complexes have outdoor plugs where you can plug your car in during the night so that it starts the next morning. Some of the larger companies have auto plug-in's in the parking lots, usually near the light poles. If you work and don't have access to an electric plug for your car, on maybe a couple of the worst days (Jan/Feb), you may need to go to the parking lot and start your car once or twice during the day and leave it running for about 15.
Lastly, I don't know what part of Colorado you're from, but I laughed at some of the comments from Minnesotan's who thought you would know what to do from having come from winters in Colorado. We're grandparents now, but I still receive comments from Midwesterners who have heard how bad Colorado winters are, and they think we're just going to love Midwestern winters compared to Colorado. If they only knew! Because people hear of many feet of snow at ski resorts, avalances, etc., they think that all of Colorado is that way. Denver and especially Colorado Springs is MUCH further south than Minnesota, therefore, other than in the highest mountains and ski resorts, Colorado winters are MUCH, MUCH milder than in the Midwest. Much less snow, much warmer temps (sometimes gets to 60's, rarely below zero, & dry), snow that completely disappears entirely in a couple of days, sunny almost 365 days yr., and we even had to water our lawns a couple of times each winter because of such low moisture & snowfall.
While living in Minnetonka, I worked for a company in Chaska, MN. The company was located near wide open spaces and the wind really blew hard, creating -50 wind chills. One winter some of the employees came to work on their snowmobiles, driving along country roads and in ditches.
Winters in Colorado last about 3-4 mo. max. In Minnesota they last 6 months. Spring and Fall are much nicer and prettier in the Midwest.
We liked Minnesota and found it to be a clean, alive, cultural place to live. We just didn't like the humid summers with the mosquitoes the size of small birds. :) A Minnesota joke!
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