Sleep in the Cold Winter

Mr. Winter came at to my city. He brought Mrs. Cold who was his wife and Mrs. Snow who was his daughter with him. The city welcomed the family with the highest etiquette (the highest regard/ high regard). All of the citizens in the city took time out and said - the winter came, the day become cold, the children would play with snow. All of the citizens in the city took time out and said, "The winter came, the day becomes cold, and the children will play with the snow." The Citizens loved Winter, the Earth loved Cold, and the Children loved Snow. They are beloved of.

*If you are talking about going somewhere then you should use "to". If you are already in the location then you would use "at" (generally).

*The Second sentence is technically right, but there is a lot of repetition. Another way of writing it would be, "He brought Mrs. Cold, his wife, and Mrs. Snow, his daughter, with him." or " He brought his wife, Mrs. Cold, and his daughter, Mrs. Snow, with him. ->the double commas mean it is extra information and the sentence would make sense without it. 

*I don't know if you wanted the daughter to be married or not...

*Although "etiquette" is technically right, most people would not use it in this way. I think "regard" would be a better word and it would still imply respect and etiquette.

*If someone says something you should use quotation marks at the beginning and end. " "

It was a good read, hope this helps!