Just how bad are the winters in Chicago?

Been narrowing down my decision on where to move between Chicago and San Diego. I really like Chicago but I've never been there in the winter.

The picture painted in my mind from what I've seen is that it's fucking awful. Like, "I'm not leaving the house unless absolutely necessary" cold and ice. Wind coming off the lake and such. I'm from Georgia and have really no desire to commit to somewhere that will have me spending a solid chunk of the year depressed and inside.

Am I over exaggerating here or is there actually like 3-4 months where Chicago is just dead

edit - what are ya'll so bitter for? lol. god forbid i ask how cold it is. how do ya'll hold relationships with these bizarre attitudes