In many areas you can sail on half to three quarters of the winter weekends. Portability of the boat is important. Being warm at these temperatures in apparent winds as high as 60 mph is just a matter of dressing for it. The sport is safe if you know what you are doing and are careful. When people get in trouble, it is usually because they don't follow the safety rules.
Ice comes in many forms, some if which are very safe and some very dangerous.
Ice boating safely requires understanding of ice conditions, sailing skill and good judgment. Sailing with experienced sailors is usually the best way to learn. There are a few commercially produced boats and several types you can build yourself. It is by far the most popular and widely raced boat world wide. Some people think they need a two man boat.