I have very sensative skin and in the winter i also become very itchy and get welts and bumps all over. right now im pregnant so im using cocoa butter and its helps a lot. When i have an area thats itchy i put that on and it goes away and doesnt come back for a while. Its dry skin i believe thats causing your problem and in the winter everybodys skin get more dry so if you have sensative skin to begin with thatll happen. Even if it doesnt look dry try good lotion. I wouldnt use cheap or different scented stuff.
It sounds like hives. They can be caused by stress, weather, nerves, food or medicine and many other things. Hope this helps
Go check your allergies most likely you're allergic to something that comes during winter