I feel ya I'm right on the border of you (I can look out my apartment window and see Canada. Yes, I really am that close! lol) and this winter has been brutal. Few weeks ago I lived about 20 miles away (I use to live waaay out in the country) from the closet gym and with the weather it just wasn't practical to walk outside and I couldn't afford to spend gas money on a 40 mile round trip. I have gained weight because of this. I finally just accepted it. It is what it is. I've moved few weeks ago and now the gym is just a hop and skip away. I still find it can be a pain in you know what to get there. My only advice I can offer is don't worry, it's ok. And take it one day at a time. On days when the weather is better (which seems to be far in between anymore) bundle up and head to the gym. And remember walking to the gym adds more to your workout. Each time you go try something new. You may find something you love that way. I learned that I love weight lifting and running. In fact I love it more then I liked yoga. I would have never thought that before.
And research and do lots of it. You will learn more then you can ever imagine about dieting and health. Overtime you will learn what works for you (I've learned a lot and I'm still learning two years later!). I found sugar is a big no-no for me but yet carbs seem to be ok. While I have a friend that can eat candy all day and doesn't affect her weight but she looks at bread and poof 5lbs.
When it came to dieting I found trying slowly worked best for me. Find what works for you.
Hang in there Hun. It's been a rough and gloomy winter. Once summer gets here it'll be easier to walk to the gym.