earlier this year, in January or February I think, a man from Scotland got lost between St Jean and Roncesvalles and died of exposure on the mountain. So what can seem a pleasant walk in the summer has the potential to be lethal in less clement weather.
There is a guide book for winter pilgrims published by http://www.csj.org.uk. I think it would be well worth reading.
The etapa between St. Jean and Roncesvalles can be quite dangerous, because the snow, it's really high mountain. Ask in St. Jean the best way to walk it.
About the weather, can be hard in Roncesvalles-Pamplona, Montes de Oca, Monte Irago and the Cebreiro, because the cold and may be snow. And you will find cold everywhere. But, don`t worry, all radiators in albergues will be for you, and all hot water.
When you are walking you usually are not cold. You only have to take the right clothes against the cold.
In my opinion, during my winter Caminos, the radiators are necesary to help you to dry your wet clothes if it's raining, and when you wash it. But not really necessary tos sleep. Avoid the biggest rooms in albergues to sleep, the little ones are easier to make it warmer.
Be carefoul with the sunlight. It's difficult to see the yellow arrows when the sunlight disappear.
Ask on the refugios about the next albergues. May be any can be closed. All albergues have information about.
And enjoy. A different Camino, in my opinion the best, when you walk in winter.
Of course it's not risky because the weather, but read it everyday on the newspapers to know what is happen.
Of course it's not dangerous for men or women alone. Of course!!