Yeah, it is very cold.
Most young people in Denmark get around with bikes instead of cars/public transport, so winter is very harsh when you have to drive around in those temperatures.
As for hair colors, everyone in my family has blonde/red hair and green eyes.
When I was a kid, I was amazed when I saw someone with completely black hair, because it was so rare in Denmark.
Mind if I ask where in Japan you live, and what you do?
It seems that a lot of people in Japan move to Tokyo for education or work.