Humidity is the measure of moisture content of the air. When it is cold out, the air cannot hold as much moisture as warm air can. So, the colder it is outside, the drier the air is— both inside and outside.
During the winter, you'll be using your furnace regularly. The furnace will heat the already dry winter air, making it possible for the air to hold moisture. That's when the warmed dry air inside begins to steal moisture from anything it can. Signs that your home has low humidity: dry, itchy skin, nosebleeds, coughing, houseplants drying out quickly, your hair standing on end due to static electricity.