Each month of the year has at least one full moon, and the occasion of that full moon often has nicknames related to the season. In the Northern Hemisphere, December is usually considered the start of winter, so that first full moon gets the chilly nickname 'Cold moon.' It's sometimes called the 'Long Night moon,' since the winter solstice is just around the corner.
If the sky where you are is clear enough to see tonight's full moon, you have our permission to gaze up at it knowingly and then inform your companions that December's full moon is known as the 'Cold moon.' And then tell them you learned that on Bing.