Most liquids exposed to cold air would cool, and the cold liquid would sink, forcing more liquid to rise and be cooled by the air. Eventually all the liquid would lose heat to the air and freeze, from the bottom up, till completely frozen. But with water, the cold regions, being less dense, stay on top, allowing the warmer regions to stay below and avoid losing heat to the air. This means that the surface may be frozen, but fish can still live in the water below. But if water were like other substances, large bodies of water, such as North America's Great Lakes, would be frozen solid, with dire effects on life on earth as a whole.
MANY people enjoy winter sports such as ice skating and skiing.
Many people believe that it comes from pressure melting the ice and forming a lubricating liquid layer. So there is no way that this effect could be responsible for ice skating, and certainly not for skiing where the pressure is far less. It is higher than that of a syrupy liquid like glycerol. Surface tension tends to make bubbles and drops spherical, and is strong enough to support light objects, including some insects. More importantly, this means that biological compounds can be concentrated near the surface, speeding up many of life's important reactions.