In winter, a section of park loop road usually remains open that extends just past sand beach. You can park there and walk along the cliff trail to thunder hole. Most stores and restaurants will be closed, and unless you are coming prepared for winter hiking with the appropriate gear you probably won't want to do mountain/elevation hikes. The carriage trails will be open, but keep an eye on icy conditions. Its a great time to explore the park if you're coming prepared with cold weather clothing. You will see the park at its least busy time and it is beautiful.