Moscow in February is brutal! Especially coming from Texas, where the temperature almost never gets below freezing, living below freezing for weeks at a time was very different. Moscow is well known for having very few sunny days during the winter months. When the sun is out, even if the temps are negative and snowing outside, people flock to the parks around their homes to soak up as much sun as possible. When I was in Moscow, it snowed almost every day the first three weeks and even when it didn't snow, the snow hadn't melted from the days before.
There are not very many wild animals in Moscow, with the exception of cats. A lot of people own dogs and cats, and you can see them out for walks around their neighborhoods or see them in windows. Most pets are very very small because Moscow apartments are very small. Most locals don't live in traditional homes except for the super-wealthy.