It is a depressant. Although you may get a temporary high, it will bring you down. The winter blahs is a physical experience. The intervention to lift a mood should also be physical. A massage can result in pleasant physical sensations that can lift your spirits.
Exercise is key.
When a person exercises, the blood gets moving, the muscles get moving and this increases one's sense of well-being. There's a long period from January to March with no major holidays. A fun idea is to celebrate unusual holidays. Have a party on Groundhog Day or Mardi Gras. If you have a fun event to look forward to, winter won't seem so long.