Dry skin and cold weather itch are definitely linked. Here are some recommendations for dealing with dry skin:
* Take fewer and shorter baths. When you bathe, avoid hot water.
* Moisturize your skin immediately after bathing in order to prevent the skin from drying.
* Avoid overdrying wet skin. Try patting your skin dry.
* Avoid excessive use of soap. Try a soapless cleanser.
* Don't overheat your house, and use a humidifier if you live in a dry climate.
Otherwise, I'd suggest that you see a dermatologist. But try these home remedies first. IF you see no improvement after a couple of weeks, I'd suggest that you schedule an appointment with a doctor.