In Winter, Brainard Lake closes the gates meaning that all hikes begin at the Gateway. A popular hike is to just take the snow covered road.
Bierstadt Lake in Rocky Mountain National Park is a moderate hike that has amazing views and a mountain lake surrounded by forest.
The Brainard Lake Recreation Area is one of my favorite places to hike in summer. I tried Brainard: Long Lake Loop (winter) and it was great.