Do you think a honeymoon in Alberta, Canada (Canmore to be specific) in the month of January will be fun?

I want my honeymoon to be romantic and fun; we were thinking about Cancun but we cannot find a room in January through an exchange with my parent’s timeshare. We found a very nice resort in Canmore, Alberta and it looks really cool and fun but I’m not completely sure if it will be a good idea to go there in January…Has anyone been there anytime close to the winter months? Is there stuff to do even in those months???? I just don’t want to get there and be trapped in a hotel room because there’s nothing to do.
HELP!!!