Batteries die first. The meter goes before the shutter does, and on a fully mechanical body you may not notice until the frames come back thin. I keep a spare cell taped inside the pocket nearest my body.
The other thing nobody warns you about is static. Winding too fast in dry cold puts thin lightning across the negative. Slow down; there is no hurry in winter anyway.
Bring the film home in the bag and let it warm up sealed, or condensation will find it.